+51.9%
PYPL vs ROST
+310.3%
-258.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +3.8% | +5.1% | -1.3% | +1.5% |
| 3M | -1.3% | -4.3% | +3.0% | +0.2% |
| 6M | +29.0% | +9.4% | +19.6% | +23.0% |
| YTD | +0.7% | +32.5% | -31.7% | -12.0% |
| 1Y | -12.3% | +46.9% | -59.2% | -26.8% |
| 3Y | +7.6% | +98.1% | -90.5% | -22.1% |
| 5Y | -71.7% | +116.9% | -188.6% | -80.9% |
| All | +51.9% | +310.3% | -258.4% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling