+51.4%
PYPL vs RMBS
+497.6%
-446.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.4% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -4.9% | -12.2% | +7.3% | -2.0% |
| 3M | +28.9% | -49.5% | +78.4% | +49.1% |
| 6M | +18.2% | -7.1% | +25.4% | +11.8% |
| YTD | -5.0% | -7.0% | +2.0% | -11.2% |
| 1Y | -18.8% | +13.3% | -32.2% | -30.4% |
| 3Y | -12.6% | +49.2% | -61.8% | -38.8% |
| 5Y | -80.8% | +250.0% | -330.7% | -91.0% |
| 10Y | +49.9% | +495.1% | -445.2% | -48.1% |
| All | +51.4% | +497.6% | -446.2% | -47.8% |
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