+55.2%
EBAY vs DT
-5.1%
+60.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +6.0% | -25.5% | +31.6% | +9.3% |
| 30D | +16.8% | -22.3% | +39.1% | +19.8% |
| 3M | +14.5% | +2.3% | +12.2% | +13.6% |
| 6M | +15.1% | +20.7% | -5.6% | +11.5% |
| YTD | +45.0% | +7.9% | +37.1% | +45.4% |
| 1Y | +55.2% | -5.7% | +60.9% | +64.1% |
| All | +55.2% | -5.1% | +60.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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