+186.4%
EBAY vs DT
+97.2%
+89.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.8% |
| 7D | -0.4% | -4.9% | +4.5% | +0.5% |
| 30D | -6.3% | +2.7% | -9.0% | -7.0% |
| 3M | -3.3% | +20.0% | -23.2% | -7.2% |
| 6M | +13.5% | +28.0% | -14.6% | +6.6% |
| YTD | +21.2% | +16.0% | +5.1% | +15.8% |
| 1Y | +13.9% | +0.7% | +13.2% | +11.9% |
| 3Y | +153.1% | +6.2% | +146.9% | +141.0% |
| 5Y | +54.5% | -28.1% | +82.6% | +51.4% |
| All | +186.4% | +97.2% | +89.2% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling