-99.9%
DFNS vs EBAY
+102.2%
-202.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.5% |
| 7D | -16.0% | -2.1% | -13.9% | -16.0% |
| 30D | -77.7% | -6.7% | -71.0% | -77.7% |
| 3M | -77.2% | -5.0% | -72.2% | -77.2% |
| 6M | -95.2% | +14.6% | -109.8% | -95.2% |
| YTD | -98.0% | +19.8% | -117.8% | -98.0% |
| 1Y | -98.3% | +12.6% | -110.8% | -98.3% |
| 3Y | -99.9% | +141.0% | -240.9% | -99.9% |
| 5Y | -99.9% | +47.5% | -147.4% | -99.9% |
| All | -99.9% | +102.2% | -202.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling