+400.0%
EBAY vs RNG
+305.9%
+94.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.0% | -4.1% | +1.1% | -2.4% |
| 30D | -3.6% | +8.6% | -12.2% | -5.0% |
| 3M | -4.4% | +78.0% | -82.4% | -13.8% |
| 6M | +12.1% | +67.0% | -55.0% | +1.2% |
| YTD | +19.9% | +142.4% | -122.5% | +0.6% |
| 1Y | +13.4% | +120.4% | -107.1% | -3.7% |
| 3Y | +150.5% | +122.1% | +28.4% | +104.0% |
| 5Y | +54.8% | -69.8% | +124.7% | +62.8% |
| 10Y | +268.1% | +223.4% | +44.7% | +140.2% |
| All | +400.0% | +305.9% | +94.1% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling