+61.9%
PYPL vs DRI
+408.9%
-347.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.0% | +4.2% | -3.2% | -0.4% |
| 30D | +5.9% | +15.7% | -9.8% | +0.9% |
| 3M | -0.2% | +5.8% | -6.0% | -2.5% |
| 6M | +30.3% | +18.4% | +11.9% | +22.2% |
| YTD | +1.6% | +28.2% | -26.6% | -8.2% |
| 1Y | -10.3% | +35.9% | -46.2% | -20.7% |
| 3Y | +8.5% | +67.7% | -59.2% | -11.7% |
| 5Y | -71.0% | +77.9% | -148.8% | -76.9% |
| 10Y | +46.9% | +338.7% | -291.8% | -18.5% |
| All | +61.9% | +408.9% | -347.0% | -15.6% |
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