+928.4%
EBAY vs NRG
+1,510.3%
-581.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | +4.2% | -4.7% | +8.9% | +5.2% |
| 30D | +5.6% | -6.0% | +11.6% | +6.6% |
| 3M | -1.4% | -8.0% | +6.6% | -1.1% |
| 6M | +18.2% | -23.2% | +41.4% | +22.1% |
| YTD | +24.8% | -28.1% | +52.9% | +30.2% |
| 1Y | +18.0% | -27.3% | +45.3% | +22.2% |
| 3Y | +160.3% | +208.7% | -48.4% | +83.9% |
| 5Y | +62.1% | +197.7% | -135.5% | +13.8% |
| 10Y | +283.1% | +1,103.3% | -820.2% | +80.3% |
| All | +928.4% | +1,510.3% | -581.9% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling