+61.9%
PYPL vs RCL
+399.9%
-338.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +1.0% | +8.5% | -7.5% | -1.0% |
| 30D | +5.9% | +20.4% | -14.6% | +1.2% |
| 3M | -0.2% | +11.0% | -11.2% | -3.0% |
| 6M | +30.3% | +24.9% | +5.5% | +22.8% |
| YTD | +1.6% | +23.9% | -22.3% | -5.3% |
| 1Y | -10.3% | +30.8% | -41.1% | -17.7% |
| 3Y | +8.5% | +270.4% | -261.9% | -22.7% |
| 5Y | -71.0% | +296.1% | -367.1% | -80.7% |
| 10Y | +46.9% | +375.0% | -328.1% | -14.4% |
| All | +61.9% | +399.9% | -338.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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