-19.0%
PYPL vs RIG
+97.6%
-116.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.4% | -3.2% |
| 7D | +2.4% | +0.9% | +1.6% | +2.4% |
| 30D | -5.1% | +13.8% | -18.9% | -5.4% |
| 3M | +28.6% | -6.4% | +35.0% | +29.5% |
| 6M | +17.9% | -8.2% | +26.1% | +19.0% |
| YTD | -5.3% | +41.6% | -46.9% | -7.7% |
| 1Y | -19.0% | +88.7% | -107.7% | -23.1% |
| All | -19.0% | +97.6% | -116.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling