+919.2%
USB vs YUM
+4,562.8%
-3,643.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | +2.0% | -0.6% | +0.5% |
| 30D | +6.4% | +10.6% | -4.2% | +2.0% |
| 3M | -4.5% | +10.8% | -15.3% | -8.8% |
| 6M | +11.4% | +6.5% | +4.9% | +7.6% |
| YTD | +17.1% | +7.5% | +9.6% | +12.3% |
| 1Y | +32.6% | +10.2% | +22.4% | +25.7% |
| 3Y | +101.8% | +34.8% | +67.0% | +73.2% |
| 5Y | +25.1% | +40.0% | -14.9% | +5.2% |
| 10Y | +84.9% | +212.0% | -127.2% | +11.4% |
| All | +919.2% | +4,562.8% | -3,643.7% | +152.7% |
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