+143.0%
EBAY vs OUST
-64.1%
+207.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -2.0% |
| 7D | +0.3% | +17.0% | -16.7% | -0.8% |
| 30D | +13.3% | -16.5% | +29.8% | +14.2% |
| 3M | +11.1% | -23.7% | +34.7% | +12.2% |
| 6M | +13.4% | +18.4% | -4.9% | +8.7% |
| YTD | +41.3% | +60.8% | -19.5% | +31.5% |
| 1Y | +52.8% | +44.2% | +8.6% | +43.0% |
| 3Y | +217.6% | +668.1% | -450.5% | +140.5% |
| 5Y | +76.2% | -48.8% | +125.1% | +53.5% |
| All | +143.0% | -64.1% | +207.1% | +113.6% |
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