+303.9%
BP vs YUM
+4,124.8%
-3,821.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.5% |
| 7D | +4.0% | -3.6% | +7.5% | +5.0% |
| 30D | +7.8% | +0.4% | +7.5% | +7.5% |
| 3M | +8.4% | -3.8% | +12.2% | +9.1% |
| 6M | +15.1% | -8.3% | +23.3% | +17.1% |
| YTD | +36.4% | -2.6% | +39.1% | +36.1% |
| 1Y | +40.9% | +1.5% | +39.4% | +38.5% |
| 3Y | +38.8% | +21.6% | +17.3% | +27.9% |
| 5Y | +141.1% | +23.5% | +117.6% | +119.4% |
| 10Y | +133.9% | +178.9% | -45.0% | +69.1% |
| All | +303.9% | +4,124.8% | -3,821.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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