-3.7%
YUM vs OSCR
+64.1%
-67.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -6.1% | +1.6% | -7.7% | -6.1% |
| 30D | -5.8% | +10.7% | -16.5% | -6.0% |
| 3M | -7.6% | +13.4% | -21.0% | -7.9% |
| 6M | -9.1% | +144.6% | -153.7% | -10.4% |
| YTD | -5.5% | +128.0% | -133.6% | -6.5% |
| 1Y | -3.7% | +68.7% | -72.4% | -4.2% |
| All | -3.7% | +64.1% | -67.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling