+87.7%
YUM vs OUST
-60.6%
+148.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +2.0% | +31.9% | -29.8% | +1.6% |
| 30D | +10.6% | -4.2% | +14.8% | +10.6% |
| 3M | +10.8% | -9.3% | +20.1% | +10.8% |
| 6M | +6.5% | +51.7% | -45.2% | +4.6% |
| YTD | +7.5% | +76.6% | -69.2% | +4.8% |
| 1Y | +10.2% | +48.9% | -38.7% | +7.8% |
| 3Y | +34.8% | +675.3% | -640.4% | +20.1% |
| 5Y | +40.0% | -44.0% | +84.1% | +30.9% |
| All | +87.7% | -60.6% | +148.3% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling