+195.0%
EBAY vs DT
+100.3%
+94.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | +5.6% | +3.0% | +2.6% | +4.8% |
| 3M | -1.4% | +26.5% | -27.9% | -6.4% |
| 6M | +18.2% | +35.9% | -17.7% | +9.7% |
| YTD | +24.8% | +17.8% | +7.0% | +19.0% |
| 1Y | +18.0% | +4.1% | +14.0% | +15.3% |
| 3Y | +160.3% | +5.3% | +155.0% | +148.4% |
| 5Y | +62.1% | -27.2% | +89.3% | +58.5% |
| All | +195.0% | +100.3% | +94.8% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling