+51.4%
PYPL vs DLR
+303.8%
-252.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | +1.6% | +1.1% | +2.0% |
| 30D | -4.9% | -3.4% | -1.5% | -3.3% |
| 3M | +28.9% | +0.5% | +28.4% | +28.0% |
| 6M | +18.2% | +4.6% | +13.7% | +15.1% |
| YTD | -5.0% | +23.4% | -28.4% | -14.5% |
| 1Y | -18.8% | +19.0% | -37.9% | -26.1% |
| 3Y | -12.6% | +56.5% | -69.1% | -32.0% |
| 5Y | -80.8% | +33.3% | -114.1% | -84.3% |
| 10Y | +49.9% | +165.1% | -115.2% | -8.2% |
| All | +51.4% | +303.8% | -252.4% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling