+276.1%
EBAY vs DD
+66.6%
+209.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +4.2% | -3.5% | +7.7% | +5.2% |
| 30D | +5.6% | -11.7% | +17.3% | +9.3% |
| 3M | -1.4% | -9.2% | +7.8% | +1.0% |
| 6M | +18.2% | -7.2% | +25.4% | +19.7% |
| YTD | +24.8% | +6.6% | +18.2% | +20.5% |
| 1Y | +18.0% | +32.0% | -14.0% | +6.3% |
| 3Y | +160.3% | +42.1% | +118.1% | +124.2% |
| 5Y | +62.1% | +58.1% | +4.1% | +33.3% |
| All | +276.1% | +66.6% | +209.5% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling