-24.1%
NU vs YUM
+15.9%
-40.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.7% | +2.2% |
| 7D | +0.2% | +10.8% | -10.6% | -1.6% |
| 30D | -21.0% | +21.4% | -42.4% | -23.8% |
| 3M | -16.3% | +13.2% | -29.5% | -18.4% |
| 6M | -15.3% | +8.8% | -24.1% | -17.1% |
| YTD | -28.4% | +11.5% | -39.9% | -31.4% |
| 1Y | -24.1% | +13.4% | -37.5% | -27.6% |
| All | -24.1% | +15.9% | -40.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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