+61.2%
EBAY vs S
-56.8%
+118.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -2.1% | -7.7% | +5.6% | -1.1% |
| 30D | -6.7% | -5.3% | -1.3% | -6.3% |
| 3M | -5.0% | +20.3% | -25.2% | -8.0% |
| 6M | +14.6% | +47.4% | -32.7% | +7.6% |
| YTD | +19.8% | +32.5% | -12.7% | +13.8% |
| 1Y | +12.6% | +9.5% | +3.0% | +9.2% |
| 3Y | +141.0% | +15.5% | +125.5% | +122.2% |
| 5Y | +47.5% | -71.2% | +118.7% | +53.2% |
| All | +61.2% | -56.8% | +118.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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