+63.3%
PYPL vs RIG
-63.1%
+126.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +1.3% |
| 7D | +0.1% | +5.7% | -5.7% | -0.5% |
| 30D | +5.7% | -0.7% | +6.4% | +5.4% |
| 3M | -1.9% | -3.1% | +1.2% | -2.0% |
| 6M | +31.8% | -16.3% | +48.1% | +33.2% |
| YTD | +2.4% | +34.1% | -31.7% | -2.1% |
| 1Y | -8.2% | +38.2% | -46.4% | -12.7% |
| 3Y | +10.2% | -15.3% | +25.5% | +7.0% |
| 5Y | -71.2% | +62.5% | -133.7% | -74.7% |
| 10Y | +49.6% | -46.6% | +96.1% | +20.3% |
| All | +63.3% | -63.1% | +126.4% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling