+54.8%
EBAY vs RCAT
+184.3%
-129.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.8% |
| 7D | -3.0% | -2.3% | -0.7% | -2.9% |
| 30D | -3.6% | -18.7% | +15.1% | -2.9% |
| 3M | -4.4% | -29.3% | +24.8% | -3.5% |
| 6M | +12.1% | -42.3% | +54.4% | +13.3% |
| YTD | +19.9% | +2.5% | +17.4% | +18.2% |
| 1Y | +13.4% | -5.7% | +19.1% | +11.4% |
| 3Y | +150.5% | +764.9% | -614.4% | +110.6% |
| 5Y | +54.8% | +182.3% | -127.5% | +31.9% |
| All | +54.8% | +184.3% | -129.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling