-70.9%
USO vs YUM
+1,134.2%
-1,205.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.8% |
| 7D | +11.5% | -5.2% | +16.7% | +12.8% |
| 30D | +24.1% | -0.1% | +24.2% | +23.9% |
| 3M | +17.9% | -4.3% | +22.2% | +18.5% |
| 6M | +49.6% | -8.7% | +58.3% | +51.6% |
| YTD | +129.0% | -3.5% | +132.5% | +128.5% |
| 1Y | +112.0% | +0.5% | +111.5% | +108.9% |
| 3Y | +102.3% | +20.5% | +81.7% | +87.6% |
| 5Y | +224.5% | +21.8% | +202.7% | +197.5% |
| 10Y | +86.9% | +176.5% | -89.6% | +35.3% |
| All | -70.9% | +1,134.2% | -1,205.1% | -83.9% |
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