+160.3%
EBAY vs NRG
+203.5%
-43.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +4.2% | -4.7% | +8.9% | +4.4% |
| 30D | +5.6% | -6.0% | +11.6% | +5.8% |
| 3M | -1.4% | -8.0% | +6.6% | -1.6% |
| 6M | +18.2% | -23.2% | +41.4% | +18.9% |
| YTD | +24.8% | -28.1% | +52.9% | +26.0% |
| 1Y | +18.0% | -27.3% | +45.3% | +19.1% |
| 3Y | +160.3% | +208.7% | -48.4% | +117.2% |
| All | +160.3% | +203.5% | -43.2% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling