+16.5%
EBAY vs RL
+9.4%
+7.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -0.6% | -15.3% | +14.7% | +1.7% |
| 3M | -1.0% | -10.3% | +9.3% | +0.2% |
| 6M | +16.3% | -2.2% | +18.5% | +15.3% |
| YTD | +21.7% | -4.3% | +26.0% | +21.2% |
| 1Y | +16.5% | +8.9% | +7.6% | +12.3% |
| All | +16.5% | +9.4% | +7.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling