+1,583.7%
NOC vs YUM
+4,124.8%
-2,541.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | -10.4% | +0.4% | -10.8% | -10.6% |
| 3M | -5.6% | -3.8% | -1.8% | -4.9% |
| 6M | -30.4% | -8.3% | -22.1% | -29.1% |
| YTD | -8.5% | -2.6% | -5.8% | -8.3% |
| 1Y | -8.3% | +1.5% | -9.8% | -9.2% |
| 3Y | +28.2% | +21.6% | +6.6% | +20.2% |
| 5Y | +56.7% | +23.5% | +33.2% | +45.0% |
| 10Y | +189.3% | +178.9% | +10.4% | +115.4% |
| All | +1,583.7% | +4,124.8% | -2,541.1% | +622.8% |
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