+1,598.3%
EBAY vs UMC
+292.9%
+1,305.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.1% |
| 7D | -3.0% | +13.6% | -16.6% | -6.3% |
| 30D | -3.6% | +20.8% | -24.4% | -8.5% |
| 3M | -4.4% | +16.1% | -20.6% | -10.8% |
| 6M | +12.1% | +137.3% | -125.2% | -15.4% |
| YTD | +19.9% | +193.8% | -173.8% | -16.1% |
| 1Y | +13.4% | +236.1% | -222.7% | -23.9% |
| 3Y | +150.5% | +267.1% | -116.6% | +59.4% |
| 5Y | +54.8% | +145.3% | -90.4% | +7.7% |
| 10Y | +268.1% | +1,857.3% | -1,589.3% | +24.7% |
| All | +1,598.3% | +292.9% | +1,305.4% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling