+97.7%
USO vs YUM
+17.9%
+79.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.4% |
| 7D | +9.1% | -6.1% | +15.2% | +8.3% |
| 30D | +21.7% | -5.8% | +27.5% | +20.8% |
| 3M | +20.2% | -7.6% | +27.9% | +19.3% |
| 6M | +43.4% | -9.1% | +52.5% | +42.0% |
| YTD | +124.0% | -5.5% | +129.5% | +121.7% |
| 1Y | +112.2% | -3.7% | +115.9% | +110.4% |
| 3Y | +97.7% | +17.8% | +79.9% | +97.0% |
| All | +97.7% | +17.9% | +79.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling