+953.3%
USB vs YUM
+4,264.3%
-3,311.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.4% | -2.0% | +3.5% | +2.3% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | +15.2% | +1.8% | +13.5% | +13.8% |
| 6M | +18.8% | -4.7% | +23.6% | +20.3% |
| YTD | +21.0% | +0.6% | +20.4% | +19.5% |
| 1Y | +34.0% | +6.4% | +27.6% | +28.7% |
| 3Y | +95.3% | +22.6% | +72.7% | +74.8% |
| 5Y | +40.4% | +26.0% | +14.4% | +23.5% |
| 10Y | +107.3% | +174.6% | -67.3% | +31.6% |
| All | +953.3% | +4,264.3% | -3,311.1% | +169.0% |
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