-70.4%
PYPL vs ROL
+16.0%
-86.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | +2.2% | +7.5% | -5.4% | -0.4% |
| 30D | +8.1% | +21.1% | -13.0% | +1.1% |
| 3M | +1.9% | +3.1% | -1.2% | +0.5% |
| 6M | +33.1% | -27.4% | +60.6% | +49.3% |
| YTD | +3.8% | -34.7% | +38.5% | +21.0% |
| 1Y | -8.3% | -32.9% | +24.6% | +5.6% |
| 3Y | +11.9% | +6.1% | +5.7% | +2.8% |
| 5Y | -70.4% | +16.3% | -86.8% | -75.2% |
| All | -70.4% | +16.0% | -86.4% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling