-78.9%
PYPL vs OSCR
-9.5%
-69.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.8% |
| 7D | -5.9% | +1.1% | -7.0% | -6.1% |
| 30D | -9.4% | +16.5% | -25.9% | -11.4% |
| 3M | +31.3% | +17.0% | +14.3% | +27.7% |
| 6M | +19.1% | +145.0% | -125.9% | +3.5% |
| YTD | -7.9% | +126.7% | -134.6% | -19.5% |
| 1Y | -17.9% | +67.2% | -85.1% | -26.0% |
| 3Y | -11.6% | +405.1% | -416.7% | -39.9% |
| 5Y | -81.0% | +86.2% | -167.2% | -87.3% |
| All | -78.9% | -9.5% | -69.4% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling