+445.4%
YUM vs URA
-29.0%
+474.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.3% |
| 7D | -1.7% | +8.1% | -9.8% | -2.9% |
| 30D | -0.8% | +5.8% | -6.6% | -1.9% |
| 3M | +1.5% | +3.4% | -2.0% | +0.4% |
| 6M | -6.1% | -2.6% | -3.5% | -6.9% |
| YTD | -0.2% | +11.2% | -11.4% | -4.1% |
| 1Y | +2.5% | +19.8% | -17.4% | -4.1% |
| 3Y | +24.6% | +121.5% | -96.9% | -0.5% |
| 5Y | +25.7% | +134.5% | -108.8% | -4.9% |
| 10Y | +179.7% | +376.7% | -197.0% | +65.5% |
| All | +445.4% | -29.0% | +474.4% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling