+7.4%
ON vs PYPL
+8.8%
-1.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +8.7% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -10.9% | +8.1% | -19.0% | -13.1% |
| 3M | -14.9% | +1.9% | -16.8% | -15.8% |
| 6M | -33.0% | +33.1% | -66.2% | -40.6% |
| YTD | +27.6% | +3.8% | +23.9% | +24.5% |
| 1Y | +44.5% | -8.3% | +52.8% | +49.7% |
| 3Y | +7.4% | +11.9% | -4.5% | -1.8% |
| All | +7.4% | +8.8% | -1.4% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling