+79.9%
EBAY vs COMP
-47.7%
+127.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -6.7% | -13.3% | +6.6% | -4.9% |
| 3M | -5.0% | +41.1% | -46.1% | -9.9% |
| 6M | +14.6% | +17.2% | -2.5% | +10.2% |
| YTD | +19.8% | +5.2% | +14.6% | +16.7% |
| 1Y | +12.6% | +18.9% | -6.4% | +7.2% |
| 3Y | +141.0% | +215.9% | -74.9% | +88.4% |
| 5Y | +47.5% | -31.2% | +78.7% | +28.4% |
| All | +79.9% | -47.7% | +127.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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