+33.6%
USB vs YUM
+5.3%
+28.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +2.1% | -1.7% | +3.7% | +2.3% |
| 30D | -2.3% | -0.8% | -1.4% | -2.2% |
| 3M | +13.9% | +1.5% | +12.4% | +13.5% |
| 6M | +21.6% | -6.1% | +27.7% | +22.4% |
| YTD | +19.3% | -0.2% | +19.6% | +18.8% |
| 1Y | +33.6% | +2.5% | +31.1% | +31.5% |
| All | +33.6% | +5.3% | +28.3% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling