+51.4%
PYPL vs RIG
-61.0%
+112.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.7% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | -4.9% | +13.8% | -18.7% | -6.2% |
| 3M | +28.9% | -6.4% | +35.3% | +29.3% |
| 6M | +18.2% | -8.2% | +26.4% | +18.5% |
| YTD | -5.0% | +41.6% | -46.7% | -9.4% |
| 1Y | -18.8% | +88.7% | -107.5% | -25.3% |
| 3Y | -12.6% | -30.9% | +18.3% | -13.1% |
| 5Y | -80.8% | +57.7% | -138.5% | -83.1% |
| 10Y | +49.9% | -39.3% | +89.2% | +19.0% |
| All | +51.4% | -61.0% | +112.4% | +22.8% |
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