+150.0%
EBAY vs USAR
+67.7%
+82.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.0% |
| 7D | -3.0% | -4.4% | +1.4% | -2.9% |
| 30D | -3.6% | -10.4% | +6.8% | -3.4% |
| 3M | -4.4% | -18.4% | +13.9% | -4.2% |
| 6M | +12.1% | -8.8% | +20.9% | +11.8% |
| YTD | +19.9% | +43.4% | -23.4% | +18.2% |
| 1Y | +13.4% | +21.0% | -7.6% | +11.9% |
| All | +150.0% | +67.7% | +82.3% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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