+434.2%
EBAY vs P
+504.9%
-70.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.6% |
| 7D | 0.0% | -9.6% | +9.6% | +1.0% |
| 30D | +7.8% | -33.4% | +41.3% | +12.9% |
| 3M | +8.4% | +14.2% | -5.8% | +4.6% |
| 6M | +13.0% | +31.6% | -18.6% | +5.5% |
| YTD | +40.2% | +53.5% | -13.3% | +27.0% |
| 1Y | +46.2% | +14.2% | +32.0% | +37.1% |
| 3Y | +218.4% | +190.5% | +27.9% | +140.2% |
| 5Y | +78.6% | +256.3% | -177.7% | +26.9% |
| 10Y | +384.9% | +707.9% | -323.0% | +192.0% |
| All | +434.2% | +504.9% | -70.8% | +220.3% |
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