+160.3%
EBAY vs UMC
+261.2%
-100.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.5% |
| 7D | +4.2% | +9.0% | -4.8% | +3.8% |
| 30D | +5.6% | +17.2% | -11.6% | +5.0% |
| 3M | -1.4% | +11.4% | -12.8% | -2.5% |
| 6M | +18.2% | +137.5% | -119.3% | +9.9% |
| YTD | +24.8% | +193.1% | -168.3% | +13.1% |
| 1Y | +18.0% | +240.3% | -222.3% | +4.7% |
| 3Y | +160.3% | +262.2% | -101.9% | +113.4% |
| All | +160.3% | +261.2% | -100.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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