+51.4%
PYPL vs ROP
+152.5%
-101.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -0.6% |
| 7D | +2.7% | -4.4% | +7.1% | +5.9% |
| 30D | -4.9% | +3.2% | -8.1% | -7.1% |
| 3M | +28.9% | +23.1% | +5.8% | +10.7% |
| 6M | +18.2% | +13.3% | +4.9% | +7.2% |
| YTD | -5.0% | -7.9% | +2.8% | -0.5% |
| 1Y | -18.8% | -22.1% | +3.2% | -4.6% |
| 3Y | -12.6% | -16.8% | +4.2% | -2.7% |
| 5Y | -80.8% | -13.5% | -67.3% | -79.4% |
| 10Y | +49.9% | +137.7% | -87.8% | -15.5% |
| All | +51.4% | +152.5% | -101.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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