+65.4%
PYPL vs DRI
+411.4%
-346.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +2.2% | +3.1% | -1.0% | +1.1% |
| 30D | +8.1% | +16.2% | -8.1% | +2.9% |
| 3M | +1.9% | +8.4% | -6.5% | -1.2% |
| 6M | +33.1% | +19.0% | +14.1% | +24.6% |
| YTD | +3.8% | +28.8% | -25.1% | -6.4% |
| 1Y | -8.3% | +33.1% | -41.4% | -18.4% |
| 3Y | +11.9% | +70.8% | -58.9% | -9.6% |
| 5Y | -70.4% | +74.2% | -144.7% | -76.4% |
| 10Y | +47.2% | +345.5% | -298.4% | -18.9% |
| All | +65.4% | +411.4% | -346.0% | -13.9% |
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