-19.6%
PYPL vs ROST
+53.3%
-72.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -4.3% | -2.2% | -2.1% | -3.9% |
| 30D | -11.5% | -11.4% | 0.0% | -9.2% |
| 3M | +26.1% | -1.6% | +27.8% | +26.4% |
| 6M | +13.7% | +6.8% | +6.8% | +11.1% |
| YTD | -9.8% | +25.8% | -35.7% | -17.5% |
| All | -19.6% | +53.3% | -72.9% | -31.7% |
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