+217.2%
UPS vs YUM
+2,762.2%
-2,545.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.5% |
| 7D | -3.7% | -3.6% | -0.1% | -2.6% |
| 30D | -3.7% | +0.4% | -4.1% | -4.0% |
| 3M | -6.6% | -3.8% | -2.8% | -5.8% |
| 6M | +2.6% | -8.3% | +10.8% | +4.8% |
| YTD | +4.8% | -2.6% | +7.4% | +5.0% |
| 1Y | +25.3% | +1.5% | +23.8% | +23.6% |
| 3Y | -26.9% | +21.6% | -48.4% | -32.4% |
| 5Y | -33.5% | +23.5% | -57.0% | -39.1% |
| 10Y | +36.1% | +178.9% | -142.9% | -5.0% |
| All | +217.2% | +2,762.2% | -2,545.0% | +20.9% |
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