+150.0%
EBAY vs RIG
-31.2%
+181.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -3.0% | -8.2% | +5.2% | -2.4% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -4.4% | -2.7% | -1.7% | -4.4% |
| 6M | +12.1% | -7.5% | +19.5% | +12.4% |
| YTD | +19.9% | +38.3% | -18.3% | +16.5% |
| 1Y | +13.4% | +81.8% | -68.5% | +7.4% |
| All | +150.0% | -31.2% | +181.2% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling