-15.9%
PYPL vs RBRK
+130.3%
-146.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.9% | -3.5% | -2.4% | -5.4% |
| 30D | -9.4% | -8.3% | -1.1% | -8.1% |
| 3M | +31.3% | +24.7% | +6.6% | +25.5% |
| 6M | +19.1% | +58.9% | -39.8% | +8.0% |
| YTD | -7.9% | +16.3% | -24.1% | -12.5% |
| 1Y | -17.9% | +10.1% | -28.0% | -21.8% |
| All | -15.9% | +130.3% | -146.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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