+10.9%
PYPL vs RIG
-22.4%
+33.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +2.2% | -17.0% | +19.2% | +4.0% |
| 30D | +8.1% | -6.2% | +14.3% | +8.4% |
| 3M | +1.9% | -1.7% | +3.6% | +1.4% |
| 6M | +33.1% | -19.2% | +52.3% | +35.1% |
| YTD | +3.8% | +25.2% | -21.4% | -1.4% |
| 1Y | -8.3% | +29.9% | -38.2% | -13.5% |
| All | +10.9% | -22.4% | +33.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling