+560.6%
ON vs PYPL
+46.2%
+514.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.6% |
| 7D | +2.4% | +2.7% | -0.2% | +0.8% |
| 30D | -3.3% | -4.9% | +1.6% | -1.6% |
| 3M | -43.6% | +28.9% | -72.5% | -52.6% |
| 6M | +19.0% | +18.2% | +0.7% | +3.8% |
| YTD | +37.4% | -5.0% | +42.4% | +32.7% |
| 1Y | +54.8% | -18.8% | +73.6% | +62.3% |
| 3Y | -25.2% | -12.6% | -12.6% | -28.4% |
| 5Y | +62.7% | -80.8% | +143.5% | +260.7% |
| 10Y | +574.3% | +49.9% | +524.4% | +303.4% |
| All | +560.6% | +46.2% | +514.3% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling