+276.1%
EBAY vs ROST
+317.9%
-41.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.0% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | +5.6% | -6.9% | +12.5% | +7.6% |
| 3M | -1.4% | -3.3% | +1.9% | -0.7% |
| 6M | +18.2% | +9.0% | +9.2% | +14.8% |
| YTD | +24.8% | +28.9% | -4.0% | +15.8% |
| 1Y | +18.0% | +54.0% | -36.0% | +4.1% |
| 3Y | +160.3% | +100.7% | +59.5% | +112.1% |
| 5Y | +62.1% | +116.0% | -53.9% | +26.4% |
| All | +276.1% | +317.9% | -41.8% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling