+14,175.7%
EBAY vs NOC
+2,952.7%
+11,223.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.4% | -2.7% | +2.3% | +0.5% |
| 30D | -6.3% | -8.9% | +2.5% | -3.7% |
| 3M | -3.3% | -3.7% | +0.4% | -2.4% |
| 6M | +13.5% | -30.8% | +44.3% | +26.3% |
| YTD | +21.2% | -7.9% | +29.1% | +23.0% |
| 1Y | +13.9% | -9.4% | +23.3% | +16.0% |
| 3Y | +153.1% | +29.0% | +124.1% | +126.1% |
| 5Y | +54.5% | +56.1% | -1.6% | +26.6% |
| 10Y | +262.7% | +186.3% | +76.4% | +128.8% |
| All | +14,175.7% | +2,952.7% | +11,223.0% | +3,624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling