+69.2%
YUM vs OUST
-62.6%
+131.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.9% |
| 7D | -4.0% | +4.0% | -8.1% | -4.1% |
| 30D | -0.1% | -14.0% | +13.9% | +0.1% |
| 3M | -4.3% | -5.9% | +1.7% | -4.6% |
| 6M | -8.7% | +76.4% | -85.1% | -10.8% |
| YTD | -3.1% | +67.5% | -70.6% | -5.3% |
| 1Y | +1.0% | +27.1% | -26.1% | -1.0% |
| 3Y | +21.0% | +619.0% | -598.1% | +7.9% |
| 5Y | +22.9% | -54.9% | +77.8% | +15.1% |
| All | +69.2% | -62.6% | +131.8% | +59.0% |
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