+17.8%
YUM vs UEC
+122.3%
-104.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -2.1% |
| 7D | -6.1% | -9.4% | +3.4% | -6.1% |
| 30D | -5.8% | -8.0% | +2.2% | -5.9% |
| 3M | -7.6% | -1.7% | -5.9% | -7.7% |
| 6M | -9.1% | -26.1% | +17.0% | -9.4% |
| YTD | -5.5% | -10.5% | +5.0% | -5.8% |
| 1Y | -3.7% | -13.3% | +9.6% | -4.3% |
| 3Y | +17.8% | +116.4% | -98.6% | +11.3% |
| All | +17.8% | +122.3% | -104.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling