+246.0%
ORCL vs PYPL
+41.9%
+204.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | -16.6% | +5.9% | -22.4% | -17.8% |
| 3M | -21.6% | -0.2% | -21.4% | -22.0% |
| 6M | -39.4% | +30.3% | -69.7% | -44.0% |
| YTD | -38.7% | +1.6% | -40.2% | -40.1% |
| 1Y | -50.4% | -10.3% | -40.1% | -50.0% |
| 3Y | +8.1% | +8.5% | -0.4% | +0.3% |
| 5Y | +34.5% | -71.0% | +105.5% | +70.9% |
| 10Y | +246.0% | +46.9% | +199.1% | +125.3% |
| All | +246.0% | +41.9% | +204.2% | +125.3% |
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