+268.1%
EBAY vs UAL
+98.4%
+169.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | -3.6% | -13.4% | +9.8% | -1.9% |
| 3M | -4.4% | -2.3% | -2.2% | -4.4% |
| 6M | +12.1% | +13.3% | -1.3% | +9.4% |
| YTD | +19.9% | -4.2% | +24.1% | +19.3% |
| 1Y | +13.4% | +1.4% | +12.0% | +11.7% |
| 3Y | +150.5% | +125.8% | +24.7% | +114.4% |
| 5Y | +54.8% | +130.0% | -75.1% | +29.9% |
| 10Y | +268.1% | +104.2% | +163.8% | +207.6% |
| All | +268.1% | +98.4% | +169.7% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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