+391.6%
EBAY vs URA
+266.3%
+125.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.9% |
| 7D | -0.9% | -1.5% | +0.7% | -0.7% |
| 30D | +3.5% | -10.4% | +13.9% | +5.3% |
| 3M | +16.0% | -29.6% | +45.6% | +22.9% |
| 6M | +7.6% | -40.3% | +47.9% | +17.1% |
| YTD | +40.1% | -25.5% | +65.6% | +44.0% |
| 1Y | +45.0% | -26.4% | +71.5% | +49.1% |
| 3Y | +228.1% | +31.4% | +196.7% | +182.1% |
| 5Y | +78.6% | +28.6% | +50.1% | +48.6% |
| All | +391.6% | +266.3% | +125.4% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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