+165.5%
YUM vs URA
+346.2%
-180.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | -6.1% | -5.5% | -0.6% | -5.4% |
| 30D | -5.8% | -3.7% | -2.1% | -5.5% |
| 3M | -7.6% | -2.9% | -4.7% | -7.6% |
| 6M | -9.1% | -15.2% | +6.1% | -8.1% |
| YTD | -5.5% | +1.9% | -7.4% | -7.6% |
| 1Y | -3.7% | +6.9% | -10.6% | -7.6% |
| 3Y | +17.8% | +99.6% | -81.8% | -2.1% |
| 5Y | +19.3% | +101.2% | -81.9% | -4.7% |
| All | +165.5% | +346.2% | -180.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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