+449.5%
DIS vs EBAY
+12,398.7%
-11,949.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -2.6% | -2.1% | -0.5% | -2.2% |
| 30D | +3.5% | -6.7% | +10.2% | +4.8% |
| 3M | +6.8% | -5.0% | +11.8% | +7.7% |
| 6M | +3.0% | +14.6% | -11.7% | +0.2% |
| YTD | -6.7% | +19.8% | -26.5% | -10.2% |
| 1Y | -10.1% | +12.6% | -22.7% | -12.8% |
| 3Y | +33.0% | +141.0% | -107.9% | +10.8% |
| 5Y | -40.0% | +47.5% | -87.5% | -45.9% |
| 10Y | +21.1% | +263.3% | -242.2% | -8.8% |
| All | +449.5% | +12,398.7% | -11,949.2% | +169.0% |
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