+1,024.7%
XLE vs EBAY
+2,084.3%
-1,059.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +11.8% | -6.7% | +18.5% | +12.8% |
| 3M | +9.8% | -5.0% | +14.8% | +10.3% |
| 6M | +15.6% | +14.6% | +0.9% | +12.7% |
| YTD | +45.3% | +19.8% | +25.4% | +40.4% |
| 1Y | +48.3% | +12.6% | +35.7% | +44.1% |
| 3Y | +55.4% | +141.0% | -85.5% | +33.4% |
| 5Y | +216.1% | +47.5% | +168.6% | +187.7% |
| 10Y | +178.4% | +263.3% | -84.9% | +118.6% |
| All | +1,024.7% | +2,084.3% | -1,059.6% | +620.4% |
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