+54.8%
EBAY vs RL
+233.3%
-178.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.1% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -3.6% | -17.5% | +13.9% | +1.6% |
| 3M | -4.4% | -14.0% | +9.5% | -0.8% |
| 6M | +12.1% | -2.0% | +14.0% | +11.1% |
| YTD | +19.9% | -4.6% | +24.5% | +19.6% |
| 1Y | +13.4% | +9.5% | +3.9% | +8.1% |
| 3Y | +150.5% | +200.5% | -50.0% | +55.1% |
| 5Y | +54.8% | +226.3% | -171.4% | -11.1% |
| All | +54.8% | +233.3% | -178.5% | -11.1% |
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