+38.8%
PYPL vs RIG
-44.3%
+83.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -4.3% | -8.2% | +3.9% | -3.5% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | +26.1% | -2.7% | +28.9% | +26.1% |
| 6M | +13.7% | -7.5% | +21.1% | +13.9% |
| YTD | -9.8% | +38.3% | -48.1% | -13.7% |
| 1Y | -22.1% | +81.8% | -103.9% | -27.9% |
| 3Y | -13.5% | -30.2% | +16.7% | -14.1% |
| 5Y | -81.6% | +59.9% | -141.6% | -83.8% |
| 10Y | +38.8% | -41.9% | +80.7% | +13.0% |
| All | +38.8% | -44.3% | +83.1% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling