+51.4%
PYPL vs RBA
+264.1%
-212.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.7% |
| 30D | -4.9% | -12.3% | +7.4% | -1.0% |
| 3M | +28.9% | -20.5% | +49.4% | +37.8% |
| 6M | +18.2% | -18.5% | +36.8% | +25.2% |
| YTD | -5.0% | -18.2% | +13.2% | -0.1% |
| 1Y | -18.8% | -27.5% | +8.7% | -11.2% |
| 3Y | -12.6% | +38.1% | -50.7% | -23.5% |
| 5Y | -80.8% | +44.8% | -125.6% | -83.9% |
| 10Y | +49.9% | +187.1% | -137.2% | +1.0% |
| All | +51.4% | +264.1% | -212.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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