-41.2%
NCLH vs YUM
+296.3%
-337.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.2% |
| 7D | -6.5% | -5.2% | -1.3% | -2.4% |
| 30D | -22.1% | -0.1% | -22.0% | -22.3% |
| 3M | -18.7% | -4.3% | -14.4% | -17.1% |
| 6M | -28.4% | -8.7% | -19.7% | -24.2% |
| YTD | -34.7% | -3.5% | -31.2% | -33.8% |
| 1Y | -42.7% | +0.5% | -43.2% | -44.5% |
| 3Y | -10.6% | +20.5% | -31.1% | -29.5% |
| 5Y | -40.7% | +21.8% | -62.6% | -52.8% |
| 10Y | -57.8% | +176.5% | -234.3% | -79.5% |
| All | -41.2% | +296.3% | -337.5% | -73.5% |
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