+63.3%
PYPL vs RMBS
+475.0%
-411.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.4% |
| 7D | +0.1% | +10.3% | -10.3% | -2.3% |
| 30D | +5.7% | -10.7% | +16.4% | +7.4% |
| 3M | -1.9% | -17.2% | +15.3% | +0.7% |
| 6M | +31.8% | -39.0% | +70.8% | +41.3% |
| YTD | +2.4% | -10.5% | +12.9% | -5.0% |
| 1Y | -8.2% | -11.0% | +2.7% | -15.3% |
| 3Y | +10.2% | +31.3% | -21.1% | -20.1% |
| 5Y | -71.2% | +242.8% | -314.0% | -86.8% |
| 10Y | +49.6% | +536.9% | -487.4% | -49.4% |
| All | +63.3% | +475.0% | -411.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling