+14,235.7%
EBAY vs RRX
+957.3%
+13,278.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | -0.8% | -3.7% | +3.0% | +0.6% |
| 30D | -0.6% | -9.3% | +8.7% | +2.7% |
| 3M | -1.0% | -21.8% | +20.8% | +5.8% |
| 6M | +16.3% | -22.0% | +38.3% | +22.1% |
| YTD | +21.7% | +11.9% | +9.8% | +9.4% |
| 1Y | +16.5% | +11.6% | +4.9% | +4.1% |
| 3Y | +154.2% | +2.2% | +152.0% | +117.6% |
| 5Y | +58.1% | +14.9% | +43.2% | +24.7% |
| 10Y | +273.5% | +214.2% | +59.2% | +72.1% |
| All | +14,235.7% | +957.3% | +13,278.4% | +2,744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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