+54.8%
EBAY vs RVTY
-34.2%
+89.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -3.0% | -5.4% | +2.4% | -1.5% |
| 30D | -3.6% | +6.7% | -10.4% | -5.6% |
| 3M | -4.4% | +19.0% | -23.5% | -9.9% |
| 6M | +12.1% | +34.6% | -22.6% | +0.8% |
| YTD | +19.9% | +28.3% | -8.3% | +9.3% |
| 1Y | +13.4% | +46.0% | -32.7% | -1.3% |
| 3Y | +150.5% | +16.9% | +133.6% | +127.3% |
| 5Y | +54.8% | -32.9% | +87.7% | +72.1% |
| All | +54.8% | -34.2% | +89.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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