+65.4%
PYPL vs ROL
+276.5%
-211.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.4% |
| 7D | +2.2% | +7.5% | -5.4% | -1.3% |
| 30D | +8.1% | +21.1% | -13.0% | -1.3% |
| 3M | +1.9% | +3.1% | -1.2% | -0.2% |
| 6M | +33.1% | -27.4% | +60.6% | +53.1% |
| YTD | +3.8% | -34.7% | +38.5% | +25.0% |
| 1Y | -8.3% | -32.9% | +24.6% | +8.9% |
| 3Y | +11.9% | +6.1% | +5.7% | +2.4% |
| 5Y | -70.4% | +16.3% | -86.8% | -75.0% |
| 10Y | +47.2% | +214.9% | -167.7% | -27.8% |
| All | +65.4% | +276.5% | -211.1% | -25.6% |
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 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