+18.0%
EBAY vs DLR
+11.7%
+6.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +5.6% | -4.3% | +9.9% | +5.5% |
| 3M | -1.4% | +3.8% | -5.2% | -1.7% |
| 6M | +18.2% | +5.8% | +12.4% | +18.3% |
| YTD | +24.8% | +23.5% | +1.3% | +26.1% |
| 1Y | +18.0% | +11.1% | +6.9% | +19.5% |
| All | +18.0% | +11.7% | +6.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling