+153.7%
EBAY vs ROST
+93.5%
+60.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.1% |
| 30D | -0.6% | -10.3% | +9.7% | +2.5% |
| 3M | -1.0% | -2.6% | +1.6% | -0.4% |
| 6M | +16.3% | +6.5% | +9.7% | +13.1% |
| YTD | +21.7% | +25.9% | -4.2% | +11.8% |
| 1Y | +16.5% | +52.3% | -35.8% | 0.0% |
| All | +153.7% | +93.5% | +60.2% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling