+65.4%
PYPL vs RVTY
+220.9%
-155.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | -0.4% |
| 7D | +2.2% | +6.0% | -3.9% | -1.1% |
| 30D | +8.1% | +4.3% | +3.9% | +5.2% |
| 3M | +1.9% | +40.2% | -38.3% | -15.2% |
| 6M | +33.1% | +59.3% | -26.2% | +2.8% |
| YTD | +3.8% | +66.5% | -62.8% | -22.7% |
| 1Y | -8.3% | +77.5% | -85.8% | -34.3% |
| 3Y | +11.9% | +92.5% | -80.6% | -27.4% |
| 5Y | -70.4% | -6.8% | -63.6% | -71.9% |
| 10Y | +47.2% | +225.4% | -178.2% | -37.0% |
| All | +65.4% | +220.9% | -155.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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