-7.9%
PYPL vs RMBS
-18.2%
+10.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.4% | +3.7% |
| 7D | +6.5% | -8.9% | +15.4% | +6.9% |
| 30D | +10.6% | -24.8% | +35.5% | +12.1% |
| 3M | +3.1% | -17.6% | +20.6% | +3.7% |
| 6M | +20.2% | -25.7% | +45.8% | +19.2% |
| YTD | +4.0% | -9.8% | +13.8% | -0.8% |
| 1Y | -7.9% | -17.4% | +9.5% | -11.7% |
| All | -7.9% | -18.2% | +10.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling