+276.1%
EBAY vs RMBS
+566.4%
-290.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | +4.2% | +1.8% | +2.4% | +3.9% |
| 30D | +5.6% | -13.9% | +19.5% | +7.8% |
| 3M | -1.4% | -39.8% | +38.4% | +5.4% |
| 6M | +18.2% | -6.0% | +24.2% | +14.1% |
| YTD | +24.8% | -5.4% | +30.2% | +19.1% |
| 1Y | +18.0% | -1.8% | +19.8% | +10.2% |
| 3Y | +160.3% | +53.7% | +106.6% | +103.6% |
| 5Y | +62.1% | +268.5% | -206.4% | -7.5% |
| All | +276.1% | +566.4% | -290.4% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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