+16,404.6%
EBAY vs ROL
+5,184.5%
+11,220.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.5% |
| 7D | -0.9% | +3.0% | -3.8% | -2.2% |
| 30D | +3.5% | +19.8% | -16.3% | -5.1% |
| 3M | +16.0% | +7.9% | +8.1% | +11.3% |
| 6M | +7.6% | -25.6% | +33.3% | +22.1% |
| YTD | +40.1% | -34.1% | +74.2% | +67.2% |
| 1Y | +45.0% | -31.4% | +76.4% | +69.6% |
| 3Y | +228.1% | +4.7% | +223.5% | +205.5% |
| 5Y | +78.6% | +15.6% | +63.0% | +55.7% |
| 10Y | +378.8% | +220.6% | +158.2% | +134.3% |
| All | +16,404.6% | +5,184.5% | +11,220.1% | +1,427.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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