-19.0%
PYPL vs ROST
+54.0%
-73.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +2.4% | +0.9% | +1.5% | +2.2% |
| 30D | -5.1% | -8.9% | +3.8% | -3.3% |
| 3M | +28.6% | -0.8% | +29.4% | +28.5% |
| 6M | +17.9% | +8.5% | +9.5% | +14.9% |
| YTD | -5.3% | +28.6% | -33.8% | -13.8% |
| 1Y | -19.0% | +52.3% | -71.4% | -31.5% |
| All | -19.0% | +54.0% | -73.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling