+251.3%
UAL vs YUM
+1,129.6%
-878.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.6% |
| 7D | +0.7% | -2.0% | +2.8% | +2.5% |
| 30D | -16.1% | -1.1% | -15.0% | -15.8% |
| 3M | +6.1% | +1.8% | +4.4% | +3.1% |
| 6M | +10.8% | -4.7% | +15.6% | +13.7% |
| YTD | -0.4% | +0.6% | -1.0% | -3.2% |
| 1Y | +5.0% | +6.4% | -1.4% | -4.6% |
| 3Y | +124.0% | +22.6% | +101.4% | +70.6% |
| 5Y | +141.0% | +26.0% | +115.0% | +78.7% |
| 10Y | +118.0% | +174.6% | -56.6% | -24.2% |
| All | +251.3% | +1,129.6% | -878.3% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling