+16,404.6%
EBAY vs DD
+622.3%
+15,782.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.9% | +5.0% | -5.8% | -2.5% |
| 30D | +3.5% | +19.7% | -16.2% | -2.8% |
| 3M | +16.0% | +7.2% | +8.8% | +12.8% |
| 6M | +7.6% | +1.0% | +6.6% | +6.3% |
| YTD | +40.1% | +29.1% | +11.0% | +26.2% |
| 1Y | +45.0% | +28.5% | +16.6% | +30.7% |
| 3Y | +228.1% | +89.4% | +138.7% | +152.5% |
| 5Y | +78.6% | +67.1% | +11.5% | +42.0% |
| 10Y | +378.8% | +97.5% | +281.2% | +232.2% |
| All | +16,404.6% | +622.3% | +15,782.2% | +5,935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling