+150.0%
EBAY vs URA
+116.4%
+33.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.0% | +5.7% | -8.7% | -3.3% |
| 30D | -3.6% | +5.6% | -9.2% | -4.1% |
| 3M | -4.4% | +6.2% | -10.7% | -5.0% |
| 6M | +12.1% | -8.2% | +20.3% | +12.3% |
| YTD | +19.9% | +9.7% | +10.3% | +19.0% |
| 1Y | +13.4% | +17.0% | -3.6% | +12.1% |
| All | +150.0% | +116.4% | +33.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling