+53.0%
USAR vs YUM
+17.9%
+35.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -4.0% |
| 7D | -11.6% | -6.1% | -5.6% | -14.4% |
| 30D | -15.5% | -5.8% | -9.7% | -17.7% |
| 3M | -31.0% | -7.6% | -23.4% | -33.1% |
| 6M | -26.2% | -9.1% | -17.1% | -28.5% |
| YTD | +30.8% | -5.5% | +36.3% | +29.3% |
| 1Y | +7.1% | -3.7% | +10.8% | +7.2% |
| 3Y | +53.0% | +17.8% | +35.2% | +54.9% |
| All | +53.0% | +17.9% | +35.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling