+51.4%
PYPL vs DOC
+12.8%
+38.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | +2.7% | -1.5% | +4.2% | +3.3% |
| 30D | -4.9% | -4.8% | -0.1% | -3.1% |
| 3M | +28.9% | +6.9% | +22.0% | +25.6% |
| 6M | +18.2% | +20.7% | -2.5% | +9.0% |
| YTD | -5.0% | +34.1% | -39.2% | -15.8% |
| 1Y | -18.8% | +22.6% | -41.5% | -25.7% |
| 3Y | -12.6% | +20.8% | -33.4% | -20.6% |
| 5Y | -80.8% | -24.9% | -55.9% | -79.5% |
| 10Y | +49.9% | -1.8% | +51.7% | +41.3% |
| All | +51.4% | +12.8% | +38.6% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling