-19.0%
PYPL vs ROL
-35.4%
+16.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +2.4% | -1.4% | +3.9% | +2.5% |
| 30D | -5.1% | -4.1% | -1.0% | -4.7% |
| 3M | +28.6% | -22.5% | +51.1% | +32.9% |
| 6M | +17.9% | -37.7% | +55.6% | +27.3% |
| YTD | -5.3% | -39.6% | +34.3% | +3.1% |
| 1Y | -19.0% | -36.0% | +17.0% | -11.6% |
| All | -19.0% | -35.4% | +16.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling