+217.2%
UPS vs EBAY
+1,560.3%
-1,343.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.2% |
| 30D | -3.7% | -3.6% | -0.1% | -3.2% |
| 3M | -6.6% | -4.4% | -2.1% | -6.1% |
| 6M | +2.6% | +12.1% | -9.5% | -0.1% |
| YTD | +4.8% | +19.9% | -15.2% | +0.5% |
| 1Y | +25.3% | +13.4% | +11.9% | +21.0% |
| 3Y | -26.9% | +150.5% | -177.3% | -39.4% |
| 5Y | -33.5% | +54.8% | -88.3% | -40.9% |
| 10Y | +36.1% | +268.1% | -232.0% | +2.3% |
| All | +217.2% | +1,560.3% | -1,343.2% | +72.9% |
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