+14,175.7%
EBAY vs DD
+516.8%
+13,658.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -6.3% | -7.4% | +1.1% | -4.0% |
| 3M | -3.3% | -6.4% | +3.2% | -1.5% |
| 6M | +13.5% | -2.5% | +15.9% | +13.2% |
| YTD | +21.2% | +10.2% | +10.9% | +15.4% |
| 1Y | +13.9% | +36.9% | -23.1% | +0.3% |
| 3Y | +153.1% | +47.0% | +106.1% | +112.6% |
| 5Y | +54.5% | +63.1% | -8.7% | +23.9% |
| 10Y | +262.7% | +68.2% | +194.5% | +166.4% |
| All | +14,175.7% | +516.8% | +13,658.8% | +5,420.7% |
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