+391.6%
EBAY vs RL
+337.1%
+54.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -0.9% | +2.6% | -3.4% | -1.4% |
| 30D | +3.5% | +2.9% | +0.5% | +2.8% |
| 3M | +16.0% | 0.0% | +16.0% | +15.8% |
| 6M | +7.6% | +17.1% | -9.5% | +3.3% |
| YTD | +40.1% | +10.1% | +30.0% | +35.7% |
| 1Y | +45.0% | +17.3% | +27.7% | +38.4% |
| 3Y | +228.1% | +249.3% | -21.2% | +139.2% |
| 5Y | +78.6% | +240.9% | -162.3% | +28.3% |
| All | +391.6% | +337.1% | +54.6% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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