+114.7%
EBAY vs RDW
-0.7%
+115.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | +4.2% | +0.9% | +3.3% | +4.1% |
| 30D | +5.6% | -21.3% | +26.9% | +7.2% |
| 3M | -1.4% | -37.9% | +36.5% | +1.1% |
| 6M | +18.2% | +12.3% | +6.0% | +14.2% |
| YTD | +24.8% | +39.7% | -14.9% | +17.3% |
| 1Y | +18.0% | +25.7% | -7.7% | +10.7% |
| 3Y | +160.3% | +230.8% | -70.6% | +96.6% |
| 5Y | +62.1% | -8.8% | +70.9% | +29.3% |
| All | +114.7% | -0.7% | +115.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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