+62.9%
KO vs OSCR
+398.9%
-336.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | +1.6% | +16.5% | -14.9% | +1.3% |
| 3M | +5.8% | +17.0% | -11.2% | +5.5% |
| 6M | +14.3% | +145.0% | -130.7% | +13.1% |
| YTD | +27.3% | +126.7% | -99.4% | +26.0% |
| 1Y | +33.2% | +67.2% | -34.1% | +32.3% |
| All | +62.9% | +398.9% | -336.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling