+61.9%
EBAY vs NRG
+194.8%
-132.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +4.2% | -4.7% | +8.9% | +4.7% |
| 30D | +5.6% | -6.0% | +11.6% | +6.2% |
| 3M | -1.4% | -8.0% | +6.6% | -1.4% |
| 6M | +18.2% | -23.2% | +41.4% | +20.4% |
| YTD | +24.8% | -28.1% | +52.9% | +28.0% |
| 1Y | +18.0% | -27.3% | +45.3% | +20.5% |
| 3Y | +160.3% | +208.7% | -48.4% | +75.9% |
| All | +61.9% | +194.8% | -132.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling