+63.2%
PYPL vs ROP
+196.2%
-133.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.4% |
| 7D | +3.9% | +2.1% | +1.8% | +2.4% |
| 30D | +7.8% | +32.9% | -25.1% | -11.8% |
| 3M | -0.7% | +20.3% | -21.0% | -13.3% |
| 6M | +28.8% | +36.8% | -8.0% | +1.9% |
| YTD | +2.4% | +8.1% | -5.7% | -4.6% |
| 1Y | -9.6% | +8.3% | -17.9% | -15.9% |
| 3Y | +9.7% | -3.2% | +12.9% | +9.3% |
| 5Y | -73.5% | +1.7% | -75.2% | -74.7% |
| 10Y | +46.5% | +199.2% | -152.8% | -29.3% |
| All | +63.2% | +196.2% | -133.0% | -20.9% |
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