+51.9%
PYPL vs ROK
+265.6%
-213.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.1% | +6.1% | -7.2% | -3.8% |
| 30D | +3.8% | -6.5% | +10.3% | +6.2% |
| 3M | -1.3% | -10.2% | +8.9% | +2.7% |
| 6M | +29.0% | -10.6% | +39.7% | +33.0% |
| YTD | +0.7% | +4.9% | -4.1% | -5.6% |
| 1Y | -12.3% | +3.8% | -16.1% | -17.4% |
| 3Y | +7.6% | +63.5% | -55.9% | -22.8% |
| 5Y | -71.7% | +30.9% | -102.6% | -77.9% |
| All | +51.9% | +265.6% | -213.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling