+106.0%
EBAY vs OUST
-62.4%
+168.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -2.1% | +5.2% | -7.3% | -2.4% |
| 30D | -6.7% | -19.3% | +12.6% | -5.6% |
| 3M | -5.0% | -22.6% | +17.7% | -4.9% |
| 6M | +14.6% | +62.8% | -48.1% | +7.5% |
| YTD | +19.8% | +68.3% | -48.5% | +11.8% |
| 1Y | +12.6% | +28.5% | -16.0% | +6.1% |
| 3Y | +141.0% | +554.0% | -413.1% | +85.9% |
| 5Y | +47.5% | -56.2% | +103.8% | +29.6% |
| All | +106.0% | -62.4% | +168.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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