+384.4%
EBAY vs RACE
+647.6%
-263.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -6.7% | +0.8% | -7.5% | -7.0% |
| 3M | -5.0% | +17.2% | -22.1% | -9.9% |
| 6M | +14.6% | +13.6% | +1.1% | +9.3% |
| YTD | +19.8% | +12.2% | +7.6% | +14.1% |
| 1Y | +12.6% | -16.3% | +28.8% | +17.1% |
| 3Y | +141.0% | +36.4% | +104.5% | +100.6% |
| 5Y | +47.5% | +95.0% | -47.4% | +5.5% |
| 10Y | +263.3% | +813.2% | -550.0% | +54.2% |
| All | +384.4% | +647.6% | -263.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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