+466.6%
EBAY vs RACE
+663.9%
-197.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | 0.0% | +3.9% | -3.9% | -1.2% |
| 30D | +7.8% | +7.4% | +0.4% | +5.4% |
| 3M | +8.4% | +1.6% | +6.7% | +7.6% |
| 6M | +13.0% | +23.3% | -10.3% | +5.1% |
| YTD | +40.2% | +14.7% | +25.5% | +32.5% |
| 1Y | +46.2% | +2.5% | +43.7% | +43.2% |
| 3Y | +218.4% | +28.0% | +190.4% | +172.6% |
| 5Y | +78.6% | +69.8% | +8.8% | +34.1% |
| 10Y | +384.9% | +734.9% | -350.0% | +112.2% |
| All | +466.6% | +663.9% | -197.3% | +151.6% |
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