+1,759.3%
EBAY vs RCAT
-100.0%
+1,859.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.3% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.7% | -3.3% | -3.3% | -6.7% |
| 3M | -5.0% | -43.2% | +38.2% | -4.9% |
| 6M | +14.6% | -43.2% | +57.8% | +14.7% |
| YTD | +19.8% | +5.5% | +14.3% | +19.8% |
| 1Y | +12.6% | -1.6% | +14.2% | +12.5% |
| 3Y | +141.0% | +773.7% | -632.7% | +140.3% |
| 5Y | +47.5% | +187.6% | -140.1% | +47.1% |
| 10Y | +263.3% | -98.5% | +361.7% | +261.8% |
| All | +1,759.3% | -100.0% | +1,859.3% | +1,449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling