+130.0%
UAL vs YUM
+22.4%
+107.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.3% |
| 7D | -1.1% | -3.6% | +2.4% | +0.8% |
| 30D | -13.4% | +0.4% | -13.8% | -14.0% |
| 3M | -2.3% | -3.8% | +1.5% | -0.9% |
| 6M | +13.3% | -8.3% | +21.6% | +18.1% |
| YTD | -4.2% | -2.6% | -1.6% | -4.0% |
| 1Y | +1.4% | +1.5% | -0.1% | -1.9% |
| 3Y | +125.8% | +21.6% | +104.2% | +82.0% |
| 5Y | +130.0% | +23.5% | +106.5% | +70.0% |
| All | +130.0% | +22.4% | +107.5% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling