+14,028.3%
EBAY vs DVA
+1,887.4%
+12,140.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.4% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -4.4% | -7.7% | +3.2% | -3.4% |
| 6M | +12.1% | +20.0% | -7.9% | +6.5% |
| YTD | +19.9% | +61.1% | -41.2% | +5.9% |
| 1Y | +13.4% | +33.9% | -20.5% | +4.3% |
| 3Y | +150.5% | +91.5% | +59.0% | +107.8% |
| 5Y | +54.8% | +41.8% | +13.1% | +33.3% |
| 10Y | +268.1% | +187.5% | +80.5% | +158.3% |
| All | +14,028.3% | +1,887.4% | +12,140.8% | +5,071.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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