+89.0%
YUM vs OUST
-65.5%
+154.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.8% | +1.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +10.0% | +5.1% | +4.9% | +9.8% |
| 3M | +7.5% | -25.8% | +33.3% | +7.8% |
| 6M | +8.8% | -2.0% | +10.8% | +7.9% |
| YTD | +8.2% | +54.7% | -46.5% | +5.7% |
| 1Y | +9.8% | +48.8% | -39.0% | +7.3% |
| 3Y | +36.4% | +607.8% | -571.4% | +21.6% |
| 5Y | +41.7% | -52.7% | +94.4% | +32.7% |
| All | +89.0% | -65.5% | +154.5% | +77.5% |
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