+8.7%
YUM vs OUST
+46.4%
-37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.7% |
| 7D | -4.1% | +19.9% | -24.0% | -3.3% |
| 30D | +8.4% | +3.6% | +4.8% | +8.7% |
| 3M | +6.5% | -20.6% | +27.2% | +6.0% |
| 6M | +5.3% | +35.1% | -29.8% | +7.9% |
| YTD | +6.9% | +69.1% | -62.3% | +12.2% |
| 1Y | +8.7% | +49.9% | -41.2% | +13.1% |
| All | +8.7% | +46.4% | -37.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling