+14,175.7%
EBAY vs ROL
+4,625.8%
+9,549.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.3% |
| 7D | -0.4% | -3.4% | +3.1% | +1.2% |
| 30D | -6.3% | -6.9% | +0.6% | -3.1% |
| 3M | -3.3% | -24.6% | +21.3% | +9.7% |
| 6M | +13.5% | -39.5% | +53.0% | +42.2% |
| YTD | +21.2% | -41.1% | +62.3% | +53.1% |
| 1Y | +13.9% | -37.9% | +51.8% | +38.8% |
| 3Y | +153.1% | +0.8% | +152.3% | +139.7% |
| 5Y | +54.5% | -4.7% | +59.2% | +47.5% |
| 10Y | +262.7% | +207.9% | +54.8% | +80.8% |
| All | +14,175.7% | +4,625.8% | +9,549.8% | +1,299.1% |
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