+14,014.6%
EBAY vs ROP
+5,761.4%
+8,253.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.5% |
| 7D | -2.1% | -4.4% | +2.3% | +0.1% |
| 30D | -6.7% | +3.2% | -9.9% | -8.2% |
| 3M | -5.0% | +23.1% | -28.0% | -15.0% |
| 6M | +14.6% | +13.3% | +1.3% | +6.4% |
| YTD | +19.8% | -7.9% | +27.7% | +22.5% |
| 1Y | +12.6% | -22.1% | +34.6% | +24.9% |
| 3Y | +141.0% | -16.8% | +157.8% | +155.9% |
| 5Y | +47.5% | -13.5% | +61.1% | +53.5% |
| 10Y | +263.3% | +137.7% | +125.6% | +114.6% |
| All | +14,014.6% | +5,761.4% | +8,253.2% | +1,199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling