-11.8%
PYPL vs ROK
+48.7%
-60.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.9% |
| 7D | +1.7% | +2.8% | -1.0% | +0.9% |
| 30D | -9.7% | -2.4% | -7.3% | -9.1% |
| 3M | +29.2% | -4.7% | +33.9% | +30.1% |
| 6M | +13.9% | +16.8% | -2.9% | +5.2% |
| YTD | -8.1% | +11.4% | -19.5% | -13.9% |
| 1Y | -21.4% | +26.2% | -47.6% | -30.2% |
| 3Y | -11.8% | +51.9% | -63.7% | -30.4% |
| All | -11.8% | +48.7% | -60.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling