+14,175.7%
EBAY vs ROK
+6,336.8%
+7,838.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -0.4% | +2.8% | -3.1% | -1.5% |
| 30D | -6.3% | -2.4% | -3.9% | -5.6% |
| 3M | -3.3% | -4.7% | +1.4% | -2.3% |
| 6M | +13.5% | +16.8% | -3.3% | +4.9% |
| YTD | +21.2% | +11.4% | +9.8% | +13.9% |
| 1Y | +13.9% | +26.2% | -12.3% | +1.5% |
| 3Y | +153.1% | +51.9% | +101.2% | +100.0% |
| 5Y | +54.5% | +46.4% | +8.1% | +21.6% |
| 10Y | +262.7% | +343.5% | -80.8% | +65.9% |
| All | +14,175.7% | +6,336.8% | +7,838.8% | +2,029.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling