+16.5%
EBAY vs REPL
+126.3%
-109.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.4% | +9.8% | +1.5% |
| 7D | -0.8% | -13.4% | +12.6% | -0.7% |
| 30D | -0.6% | -3.0% | +2.4% | -0.6% |
| 3M | -1.0% | +56.3% | -57.3% | -2.0% |
| 6M | +16.3% | +60.9% | -44.6% | +13.2% |
| YTD | +21.7% | +36.2% | -14.5% | +19.0% |
| 1Y | +16.5% | +121.0% | -104.5% | +10.3% |
| All | +16.5% | +126.3% | -109.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling