+2,429.5%
JPM vs EBAY
+12,410.8%
-9,981.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | +0.3% |
| 30D | -1.4% | -3.6% | +2.2% | -0.6% |
| 3M | +13.9% | -4.4% | +18.4% | +14.8% |
| 6M | +23.5% | +12.1% | +11.5% | +19.3% |
| YTD | +11.6% | +19.9% | -8.3% | +5.7% |
| 1Y | +21.4% | +13.4% | +8.0% | +15.6% |
| 3Y | +163.4% | +150.5% | +13.0% | +101.5% |
| 5Y | +152.5% | +54.8% | +97.7% | +114.0% |
| 10Y | +592.1% | +268.1% | +324.1% | +355.5% |
| All | +2,429.5% | +12,410.8% | -9,981.3% | +749.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling