+51.4%
PYPL vs ROK
+331.0%
-279.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | -4.9% | -3.3% | -1.6% | -3.4% |
| 3M | +28.9% | -5.9% | +34.7% | +31.2% |
| 6M | +18.2% | +13.9% | +4.4% | +8.2% |
| YTD | -5.0% | +12.6% | -17.6% | -13.1% |
| 1Y | -18.8% | +28.6% | -47.4% | -30.8% |
| 3Y | -12.6% | +45.1% | -57.7% | -32.6% |
| 5Y | -80.8% | +45.6% | -126.3% | -85.6% |
| 10Y | +49.9% | +345.0% | -295.1% | -43.1% |
| All | +51.4% | +331.0% | -279.6% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling