-34.5%
UPS vs EBAY
+55.0%
-89.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -2.7% | -0.6% | -2.1% | -2.7% |
| 3M | -1.6% | -1.0% | -0.6% | -2.0% |
| 6M | +2.3% | +16.3% | -13.9% | -2.7% |
| YTD | +5.6% | +21.7% | -16.1% | -1.4% |
| 1Y | +27.1% | +16.5% | +10.5% | +19.3% |
| 3Y | -26.3% | +154.2% | -180.5% | -48.2% |
| 5Y | -34.5% | +58.1% | -92.5% | -51.7% |
| All | -34.5% | +55.0% | -89.5% | -51.7% |
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