+51.4%
PYPL vs ROL
+248.5%
-197.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -4.9% | -4.1% | -0.8% | -3.3% |
| 3M | +28.9% | -22.5% | +51.4% | +44.3% |
| 6M | +18.2% | -37.7% | +55.9% | +46.9% |
| YTD | -5.0% | -39.6% | +34.5% | +19.2% |
| 1Y | -18.8% | -36.0% | +17.2% | -1.6% |
| 3Y | -12.6% | -5.1% | -7.4% | -15.5% |
| 5Y | -80.8% | -3.4% | -77.4% | -82.1% |
| 10Y | +49.9% | +215.2% | -165.3% | -26.3% |
| All | +51.4% | +248.5% | -197.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling