-9.7%
NOC vs YUM
+5.7%
-15.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -5.2% | -2.0% | -3.1% | -4.8% |
| 30D | -7.2% | -1.1% | -6.1% | -6.9% |
| 3M | -5.1% | +1.8% | -6.9% | -5.3% |
| 6M | -31.1% | -4.7% | -26.3% | -30.2% |
| YTD | -8.6% | +0.6% | -9.2% | -9.2% |
| 1Y | -9.7% | +6.4% | -16.1% | -11.2% |
| All | -9.7% | +5.7% | -15.4% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling