-78.7%
PYPL vs OSCR
-9.0%
-69.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.3% | +1.6% | -3.9% | -2.5% |
| 30D | -9.0% | +10.7% | -19.7% | -10.4% |
| 3M | +30.6% | +13.4% | +17.2% | +27.6% |
| 6M | +18.6% | +144.6% | -126.0% | +3.0% |
| YTD | -7.2% | +128.0% | -135.2% | -19.0% |
| 1Y | -19.3% | +68.7% | -87.9% | -27.3% |
| 3Y | -12.3% | +398.8% | -411.1% | -40.2% |
| 5Y | -80.9% | +87.3% | -168.2% | -87.2% |
| All | -78.7% | -9.0% | -69.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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