+356.6%
EBAY vs P
+485.4%
-128.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -2.1% | +6.5% | -8.6% | -3.0% |
| 30D | -6.7% | +18.8% | -25.5% | -9.4% |
| 3M | -5.0% | +26.7% | -31.7% | -9.2% |
| 6M | +14.6% | +62.2% | -47.5% | +4.7% |
| YTD | +19.8% | +48.5% | -28.7% | +10.4% |
| 1Y | +12.6% | +26.4% | -13.8% | +4.8% |
| 3Y | +141.0% | +159.4% | -18.4% | +87.4% |
| 5Y | +47.5% | +275.8% | -228.2% | +4.9% |
| 10Y | +263.3% | +732.0% | -468.8% | +120.8% |
| All | +356.6% | +485.4% | -128.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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