+50.8%
YUM vs OSCR
-9.0%
+59.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -7.6% | +13.4% | -21.0% | -8.1% |
| 6M | -9.1% | +144.6% | -153.7% | -12.0% |
| YTD | -5.5% | +128.0% | -133.6% | -8.3% |
| 1Y | -3.7% | +68.7% | -72.4% | -5.9% |
| 3Y | +17.8% | +398.8% | -381.0% | +7.9% |
| 5Y | +19.3% | +87.3% | -68.0% | +7.4% |
| All | +50.8% | -9.0% | +59.8% | +36.6% |
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