+38.8%
PYPL vs ROL
+205.3%
-166.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -4.3% | -3.3% | -1.1% | -2.8% |
| 30D | -11.5% | -7.2% | -4.2% | -8.5% |
| 3M | +26.1% | -27.0% | +53.1% | +45.1% |
| 6M | +13.7% | -39.5% | +53.2% | +42.8% |
| YTD | -9.8% | -41.8% | +31.9% | +14.9% |
| 1Y | -22.1% | -38.9% | +16.8% | -3.6% |
| 3Y | -13.5% | -0.4% | -13.1% | -18.7% |
| 5Y | -81.6% | -4.2% | -77.4% | -82.9% |
| 10Y | +38.8% | +208.2% | -169.4% | -10.4% |
| All | +38.8% | +205.3% | -166.5% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling