+51.4%
PYPL vs ROST
+425.5%
-374.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +2.7% | +0.9% | +1.7% | +2.3% |
| 30D | -4.9% | -8.9% | +4.0% | -1.3% |
| 3M | +28.9% | -0.8% | +29.7% | +28.9% |
| 6M | +18.2% | +8.5% | +9.8% | +13.2% |
| YTD | -5.0% | +28.6% | -33.6% | -15.8% |
| 1Y | -18.8% | +52.3% | -71.2% | -33.2% |
| 3Y | -12.6% | +94.8% | -107.4% | -36.1% |
| 5Y | -80.8% | +110.8% | -191.5% | -86.8% |
| 10Y | +49.9% | +304.5% | -254.6% | -22.7% |
| All | +51.4% | +425.5% | -374.1% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling