+10.2%
PYPL vs ROL
+5.9%
+4.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +5.7% | +19.8% | -14.1% | +1.2% |
| 3M | -1.9% | +7.9% | -9.8% | -3.8% |
| 6M | +31.8% | -25.6% | +57.5% | +43.5% |
| YTD | +2.4% | -34.1% | +36.6% | +15.7% |
| 1Y | -8.2% | -31.4% | +23.1% | +2.1% |
| 3Y | +10.2% | +4.7% | +5.5% | +7.3% |
| All | +10.2% | +5.9% | +4.3% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling