+51.1%
EBAY vs RF
+89.8%
-38.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.7% | -3.6% | -3.1% | -5.6% |
| 3M | -5.0% | +8.1% | -13.1% | -7.7% |
| 6M | +14.6% | +11.5% | +3.2% | +9.9% |
| YTD | +19.8% | +15.6% | +4.2% | +13.2% |
| 1Y | +12.6% | +15.7% | -3.1% | +6.0% |
| 3Y | +141.0% | +86.9% | +54.1% | +82.2% |
| All | +51.1% | +89.8% | -38.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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