+189.8%
NOC vs YUM
+171.3%
+18.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +0.8% | -6.1% | +6.8% | +2.7% |
| 30D | -9.7% | -5.8% | -3.9% | -8.2% |
| 3M | -5.6% | -7.6% | +2.0% | -3.7% |
| 6M | -28.6% | -9.1% | -19.4% | -26.8% |
| YTD | -7.9% | -5.5% | -2.4% | -6.8% |
| 1Y | -9.5% | -3.7% | -5.8% | -9.2% |
| 3Y | +28.4% | +17.8% | +10.6% | +19.2% |
| 5Y | +59.0% | +19.3% | +39.7% | +45.2% |
| All | +189.8% | +171.3% | +18.5% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling