-99.6%
DFNS vs EBAY
+53.1%
-152.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.5% | -23.8% | -17.1% |
| 7D | -27.7% | +6.0% | -33.7% | -26.5% |
| 30D | -58.0% | +16.8% | -74.8% | -56.5% |
| 3M | -94.0% | +14.5% | -108.5% | -93.7% |
| 6M | -94.6% | +15.1% | -109.7% | -94.6% |
| YTD | -99.4% | +45.0% | -144.4% | -99.5% |
| 1Y | -99.6% | +55.2% | -154.8% | -99.7% |
| All | -99.6% | +53.1% | -152.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EBAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling