+40.4%
YUM vs OUST
-49.1%
+89.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -3.2% |
| 7D | +3.7% | +17.0% | -13.3% | +3.4% |
| 30D | +14.8% | -16.5% | +31.3% | +15.1% |
| 3M | +6.4% | -23.7% | +30.0% | +6.7% |
| 6M | +4.3% | +18.4% | -14.1% | +2.8% |
| YTD | +8.1% | +60.8% | -52.7% | +5.2% |
| 1Y | +11.3% | +44.2% | -32.9% | +8.6% |
| 3Y | +35.1% | +668.1% | -633.0% | +17.1% |
| All | +40.4% | -49.1% | +89.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling