+22.0%
USB vs YUM
+40.2%
-18.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | 0.0% | +3.7% | -3.7% | -1.4% |
| 30D | +5.8% | +14.8% | -9.0% | +0.3% |
| 3M | -6.0% | +6.4% | -12.3% | -8.5% |
| 6M | +7.8% | +4.3% | +3.5% | +5.3% |
| YTD | +14.6% | +8.1% | +6.5% | +9.7% |
| 1Y | +31.8% | +11.3% | +20.5% | +24.3% |
| 3Y | +91.5% | +35.1% | +56.4% | +59.0% |
| All | +22.0% | +40.2% | -18.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling