+154.6%
JPM vs EBAY
+55.0%
+99.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.3% | -0.8% | -1.6% | -2.2% |
| 30D | -2.3% | -0.6% | -1.7% | -2.3% |
| 3M | +14.9% | -1.0% | +15.9% | +14.7% |
| 6M | +23.6% | +16.3% | +7.4% | +18.6% |
| YTD | +11.3% | +21.7% | -10.4% | +5.2% |
| 1Y | +19.9% | +16.5% | +3.4% | +13.6% |
| 3Y | +162.6% | +154.2% | +8.4% | +90.6% |
| 5Y | +154.6% | +58.1% | +96.6% | +89.8% |
| All | +154.6% | +55.0% | +99.6% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 5y: compounded portfolio wealth divided by compounded EBAY 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…
5y analysis · Full analysis span regression · 6 months rolling