+12.6%
EBAY vs ROP
-21.5%
+34.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.6% |
| 7D | -2.1% | -4.4% | +2.3% | -1.2% |
| 30D | -6.7% | +3.2% | -9.9% | -7.2% |
| 3M | -5.0% | +23.1% | -28.0% | -8.6% |
| 6M | +14.6% | +13.3% | +1.3% | +12.4% |
| YTD | +19.8% | -7.9% | +27.7% | +20.0% |
| 1Y | +12.6% | -22.1% | +34.6% | +15.8% |
| All | +12.6% | -21.5% | +34.0% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling