+51.4%
PYPL vs DRI
+378.8%
-327.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -4.9% | +3.8% | -8.7% | -6.3% |
| 3M | +28.9% | +13.0% | +15.9% | +23.1% |
| 6M | +18.2% | +8.3% | +9.9% | +14.2% |
| YTD | -5.0% | +20.6% | -25.6% | -12.3% |
| 1Y | -18.8% | +6.5% | -25.3% | -21.9% |
| 3Y | -12.6% | +53.7% | -66.3% | -26.7% |
| 5Y | -80.8% | +72.7% | -153.5% | -84.6% |
| 10Y | +49.9% | +363.2% | -313.2% | -18.9% |
| All | +51.4% | +378.8% | -327.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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