-10.3%
PYPL vs DLR
+9.9%
-20.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +1.0% | +0.3% | +0.6% | +0.9% |
| 30D | +5.9% | +1.2% | +4.7% | +5.4% |
| 3M | -0.2% | -4.8% | +4.6% | +1.1% |
| 6M | +30.3% | -6.1% | +36.4% | +32.0% |
| YTD | +1.6% | +19.3% | -17.7% | -1.3% |
| 1Y | -10.3% | +10.0% | -20.2% | -11.7% |
| All | -10.3% | +9.9% | -20.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling