+16,404.6%
EBAY vs COO
+2,677.8%
+13,726.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -0.9% | +0.5% | -1.3% | -1.0% |
| 30D | +3.5% | +14.2% | -10.7% | 0.0% |
| 3M | +16.0% | -18.2% | +34.2% | +21.3% |
| 6M | +7.6% | +5.3% | +2.3% | +5.2% |
| YTD | +40.1% | -23.6% | +63.7% | +48.3% |
| 1Y | +45.0% | -12.7% | +57.7% | +48.1% |
| 3Y | +228.1% | -24.2% | +252.3% | +240.3% |
| 5Y | +78.6% | -40.0% | +118.6% | +95.5% |
| 10Y | +378.8% | +41.6% | +337.2% | +318.1% |
| All | +16,404.6% | +2,677.8% | +13,726.8% | +7,092.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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