+604.6%
USB vs EBAY
+12,398.7%
-11,794.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.2% |
| 7D | +1.4% | -2.1% | +3.5% | +1.8% |
| 30D | -1.3% | -6.7% | +5.4% | -0.1% |
| 3M | +15.2% | -5.0% | +20.2% | +16.0% |
| 6M | +18.8% | +14.6% | +4.2% | +15.2% |
| YTD | +21.0% | +19.8% | +1.2% | +16.1% |
| 1Y | +34.0% | +12.6% | +21.4% | +29.5% |
| 3Y | +95.3% | +141.0% | -45.7% | +61.5% |
| 5Y | +40.4% | +47.5% | -7.2% | +25.7% |
| 10Y | +107.3% | +263.3% | -156.0% | +53.7% |
| All | +604.6% | +12,398.7% | -11,794.1% | +202.3% |
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