+82.8%
EBAY vs RL
+243.0%
-160.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -0.8% |
| 30D | +7.0% | +5.6% | +1.4% | +5.3% |
| 3M | +16.1% | -0.6% | +16.7% | +16.0% |
| 6M | +14.1% | +15.5% | -1.3% | +8.2% |
| YTD | +42.1% | +12.3% | +29.8% | +35.0% |
| 1Y | +42.4% | +19.3% | +23.1% | +32.4% |
| 3Y | +223.5% | +255.5% | -32.0% | +86.4% |
| 5Y | +82.8% | +247.1% | -164.3% | -2.9% |
| All | +82.8% | +243.0% | -160.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling