+21.4%
YUM vs URA
+116.4%
-95.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.4% |
| 7D | -3.6% | +5.7% | -9.3% | -3.6% |
| 30D | +0.4% | +5.6% | -5.2% | +0.3% |
| 3M | -3.8% | +6.2% | -10.0% | -3.8% |
| 6M | -8.3% | -8.2% | 0.0% | -8.4% |
| YTD | -2.6% | +9.7% | -12.3% | -3.0% |
| 1Y | +1.5% | +17.0% | -15.5% | +0.2% |
| All | +21.4% | +116.4% | -95.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling