-21.3%
PYPL vs DBX
+14.3%
-35.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.2% | +0.2% |
| 7D | -1.2% | -8.1% | +6.9% | +2.2% |
| 30D | +6.1% | -4.9% | +11.0% | +8.1% |
| 3M | +1.1% | -2.7% | +3.8% | +1.3% |
| 6M | +32.7% | +25.2% | +7.6% | +18.6% |
| YTD | +2.8% | +19.3% | -16.5% | -7.4% |
| 1Y | -10.8% | +6.6% | -17.4% | -15.6% |
| 3Y | +9.8% | +24.6% | -14.8% | -7.5% |
| 5Y | -70.2% | +23.5% | -93.7% | -75.1% |
| All | -21.3% | +14.3% | -35.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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