-99.9%
DFNS vs EBAY
+53.1%
-153.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.7% |
| 7D | +4.6% | -3.0% | +7.6% | +4.5% |
| 30D | -73.9% | -3.6% | -70.3% | -73.9% |
| 3M | -71.7% | -4.4% | -67.3% | -71.8% |
| 6M | -94.6% | +12.1% | -106.6% | -94.6% |
| YTD | -98.1% | +19.9% | -118.0% | -98.1% |
| 1Y | -98.3% | +13.4% | -111.7% | -98.3% |
| 3Y | -99.9% | +150.5% | -250.4% | -99.9% |
| 5Y | -99.9% | +54.8% | -154.7% | -99.9% |
| All | -99.9% | +53.1% | -153.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling