+2,985.4%
UNP vs YUM
+4,229.6%
-1,244.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.7% | -1.7% | +0.9% | -0.2% |
| 30D | -1.1% | -0.8% | -0.3% | -1.0% |
| 3M | +7.9% | +1.5% | +6.4% | +6.9% |
| 6M | +14.6% | -6.1% | +20.7% | +16.5% |
| YTD | +26.6% | -0.2% | +26.8% | +25.9% |
| 1Y | +35.6% | +2.5% | +33.1% | +33.4% |
| 3Y | +45.5% | +24.6% | +20.9% | +32.5% |
| 5Y | +50.0% | +25.7% | +24.3% | +35.4% |
| 10Y | +271.8% | +179.7% | +92.1% | +155.4% |
| All | +2,985.4% | +4,229.6% | -1,244.2% | +1,031.7% |
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