+591.8%
ON vs PYPL
+36.1%
+555.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | -1.9% | -4.3% | +2.5% | +0.4% |
| 30D | -11.0% | -11.5% | +0.4% | -5.9% |
| 3M | -39.3% | +26.1% | -65.5% | -48.6% |
| 6M | +19.8% | +13.7% | +6.2% | +6.7% |
| YTD | +31.1% | -9.8% | +40.9% | +30.2% |
| 1Y | +46.0% | -22.1% | +68.0% | +56.5% |
| 3Y | -27.5% | -13.5% | -14.0% | -30.5% |
| 5Y | +56.9% | -81.6% | +138.5% | +261.4% |
| 10Y | +591.8% | +38.8% | +553.0% | +363.9% |
| All | +591.8% | +36.1% | +555.7% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling