-73.3%
PYPL vs DOC
-22.8%
-50.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +1.9% |
| 7D | +6.5% | +8.7% | -2.3% | +2.2% |
| 30D | +10.6% | +7.6% | +3.0% | +6.6% |
| 3M | +3.1% | -5.3% | +8.4% | +5.6% |
| 6M | +20.2% | +27.6% | -7.4% | +4.4% |
| YTD | +4.0% | +32.4% | -28.4% | -11.5% |
| 1Y | -7.9% | +22.9% | -30.7% | -18.3% |
| 3Y | +8.5% | +43.1% | -34.6% | -16.1% |
| 5Y | -73.3% | -21.4% | -51.9% | -69.2% |
| All | -73.3% | -22.8% | -50.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling