+656.4%
DUK vs EBAY
+12,594.5%
-11,938.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -2.2% | -0.6% | -1.6% | -2.2% |
| 3M | -3.7% | -1.0% | -2.7% | -3.7% |
| 6M | -6.3% | +16.3% | -22.6% | -7.2% |
| YTD | +4.5% | +21.7% | -17.2% | +3.2% |
| 1Y | +1.8% | +16.5% | -14.7% | +0.6% |
| 3Y | +46.8% | +154.2% | -107.3% | +38.8% |
| 5Y | +40.2% | +58.1% | -17.8% | +35.0% |
| 10Y | +129.8% | +273.5% | -143.7% | +110.9% |
| All | +656.4% | +12,594.5% | -11,938.1% | +661.3% |
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