+44.1%
EBAY vs REPL
+145.6%
-101.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -2.6% | +9.8% | -12.4% | -2.6% |
| 30D | +3.2% | +81.5% | -78.3% | +3.4% |
| 3M | +17.8% | +44.2% | -26.4% | +17.9% |
| 6M | +9.5% | +437.4% | -428.0% | +8.1% |
| YTD | +39.2% | +126.1% | -86.9% | +40.4% |
| All | +44.1% | +145.6% | -101.5% | +43.9% |
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