+32.7%
PYPL vs RIG
-17.2%
+49.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.4% |
| 7D | -1.2% | -2.6% | +1.4% | -1.4% |
| 30D | +6.1% | -5.2% | +11.3% | +5.2% |
| 3M | +1.1% | -8.6% | +9.7% | 0.0% |
| 6M | +32.7% | -18.9% | +51.7% | +33.4% |
| All | +32.7% | -17.2% | +49.9% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling