+63.2%
PYPL vs RBA
+307.6%
-244.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +3.9% | +4.3% | -0.4% | +2.5% |
| 30D | +7.8% | +16.3% | -8.5% | +2.5% |
| 3M | -0.7% | +1.3% | -2.0% | -1.4% |
| 6M | +28.8% | -11.1% | +39.8% | +32.5% |
| YTD | +2.4% | -8.5% | +10.8% | +3.6% |
| 1Y | -9.6% | -2.1% | -7.5% | -10.6% |
| 3Y | +9.7% | +44.6% | -34.9% | -5.6% |
| 5Y | -73.5% | +36.8% | -110.3% | -77.3% |
| 10Y | +46.5% | +227.3% | -180.9% | -5.2% |
| All | +63.2% | +307.6% | -244.4% | +1.1% |
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