+276.1%
EBAY vs RIG
-41.2%
+317.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | +4.2% | -3.1% | +7.3% | +4.4% |
| 30D | +5.6% | -0.5% | +6.2% | +5.7% |
| 3M | -1.4% | -6.0% | +4.6% | -1.1% |
| 6M | +18.2% | -10.1% | +28.4% | +18.7% |
| YTD | +24.8% | +37.3% | -12.4% | +21.2% |
| 1Y | +18.0% | +73.9% | -55.9% | +12.3% |
| 3Y | +160.3% | -30.2% | +190.4% | +159.2% |
| 5Y | +62.1% | +62.5% | -0.3% | +48.4% |
| All | +276.1% | -41.2% | +317.3% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling