+61.9%
EBAY vs RNG
-68.4%
+130.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.2% | -6.1% | +10.3% | +5.3% |
| 30D | +5.6% | +9.6% | -4.0% | +3.9% |
| 3M | -1.4% | +83.3% | -84.7% | -11.8% |
| 6M | +18.2% | +77.9% | -59.7% | +5.2% |
| YTD | +24.8% | +139.9% | -115.1% | +4.0% |
| 1Y | +18.0% | +121.7% | -103.6% | -0.6% |
| 3Y | +160.3% | +121.9% | +38.4% | +108.8% |
| All | +61.9% | -68.4% | +130.3% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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