+61.9%
EBAY vs ROP
-16.2%
+78.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.2% | -4.6% | +8.8% | +6.6% |
| 30D | +5.6% | -1.7% | +7.3% | +6.4% |
| 3M | -1.4% | +17.1% | -18.5% | -9.6% |
| 6M | +18.2% | +10.9% | +7.4% | +11.1% |
| YTD | +24.8% | -12.1% | +36.9% | +32.8% |
| 1Y | +18.0% | -24.2% | +42.3% | +37.0% |
| 3Y | +160.3% | -20.4% | +180.6% | +183.1% |
| All | +61.9% | -16.2% | +78.1% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling