+774.5%
EBAY vs BR
+1,282.8%
-508.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.8% | -6.0% | +5.2% | +2.3% |
| 30D | -0.6% | -0.9% | +0.2% | -0.3% |
| 3M | -1.0% | +16.4% | -17.4% | -9.0% |
| 6M | +16.3% | -8.2% | +24.5% | +19.8% |
| YTD | +21.7% | -23.2% | +44.9% | +36.7% |
| 1Y | +16.5% | -30.9% | +47.4% | +37.9% |
| 3Y | +154.2% | -5.0% | +159.2% | +152.1% |
| 5Y | +58.1% | +8.8% | +49.3% | +44.5% |
| 10Y | +273.5% | +190.1% | +83.4% | +95.8% |
| All | +774.5% | +1,282.8% | -508.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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