+131.8%
EBAY vs ROIV
+289.9%
-158.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.7% |
| 7D | -0.8% | +19.0% | -19.8% | -2.5% |
| 30D | -0.6% | +16.1% | -16.8% | -2.2% |
| 3M | -1.0% | +44.1% | -45.1% | -4.6% |
| 6M | +16.3% | +37.8% | -21.6% | +12.4% |
| YTD | +21.7% | +88.7% | -67.0% | +14.3% |
| 1Y | +16.5% | +197.3% | -180.8% | +4.8% |
| 3Y | +154.2% | +224.9% | -70.8% | +123.6% |
| 5Y | +58.1% | +311.0% | -253.0% | +26.5% |
| All | +131.8% | +289.9% | -158.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling