-77.6%
PYPL vs RDW
-0.7%
-76.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -2.3% | +0.9% | -3.1% | -2.4% |
| 30D | -9.0% | -21.3% | +12.2% | -6.8% |
| 3M | +30.6% | -37.9% | +68.4% | +36.0% |
| 6M | +18.6% | +12.3% | +6.3% | +11.6% |
| YTD | -7.2% | +39.7% | -46.9% | -17.2% |
| 1Y | -19.3% | +25.7% | -44.9% | -28.3% |
| 3Y | -12.3% | +230.8% | -243.1% | -43.6% |
| 5Y | -80.9% | -8.8% | -72.1% | -86.9% |
| All | -77.6% | -0.7% | -76.8% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling