+153.7%
EBAY vs ROK
+48.6%
+105.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -0.6% | -5.4% | +4.8% | +0.4% |
| 3M | -1.0% | -4.0% | +3.0% | -0.8% |
| 6M | +16.3% | +13.3% | +2.9% | +11.8% |
| YTD | +21.7% | +9.3% | +12.3% | +18.0% |
| 1Y | +16.5% | +25.8% | -9.3% | +9.6% |
| All | +153.7% | +48.6% | +105.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling