+63.3%
PYPL vs ROK
+299.8%
-236.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.1% | +7.1% | -7.0% | -3.1% |
| 30D | +5.7% | -5.0% | +10.6% | +7.3% |
| 3M | -1.9% | -9.4% | +7.5% | +1.7% |
| 6M | +31.8% | -11.0% | +42.8% | +36.2% |
| YTD | +2.4% | +4.4% | -2.0% | -3.9% |
| 1Y | -8.2% | +7.4% | -15.7% | -15.2% |
| 3Y | +10.2% | +61.0% | -50.8% | -20.6% |
| 5Y | -71.2% | +30.4% | -101.6% | -77.5% |
| 10Y | +49.6% | +264.8% | -215.2% | -37.1% |
| All | +63.3% | +299.8% | -236.6% | -29.7% |
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