+55.2%
EBAY vs NOC
-7.1%
+62.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +5.9% |
| 7D | +6.0% | -5.0% | +11.0% | +6.5% |
| 30D | +16.8% | +10.3% | +6.5% | +15.0% |
| 3M | +14.5% | -4.3% | +18.8% | +14.8% |
| 6M | +15.1% | -6.5% | +21.7% | +15.5% |
| YTD | +45.0% | -6.7% | +51.7% | +44.4% |
| 1Y | +55.2% | -7.5% | +62.7% | +54.0% |
| All | +55.2% | -7.1% | +62.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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