+69.4%
USAR vs YUM
+14.0%
+55.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -4.6% |
| 7D | -4.4% | -3.6% | -0.9% | -6.1% |
| 30D | -10.4% | +0.4% | -10.8% | -9.9% |
| 3M | -18.4% | -3.8% | -14.6% | -19.3% |
| 6M | -8.8% | -8.3% | -0.5% | -11.1% |
| YTD | +43.4% | -2.6% | +46.0% | +43.8% |
| 1Y | +21.0% | +1.5% | +19.5% | +23.6% |
| 3Y | +67.7% | +21.6% | +46.2% | +72.2% |
| All | +69.4% | +14.0% | +55.4% | +73.9% |
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