-52.8%
NRG vs YUM
+9.8%
-62.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -17.0% | +7.5% | -24.5% | -17.0% |
| 30D | -21.9% | +18.8% | -40.6% | -22.7% |
| 3M | -32.9% | +9.6% | -42.5% | -33.1% |
| 6M | -48.4% | +9.0% | -57.4% | -48.8% |
| YTD | -48.7% | +11.4% | -60.1% | -48.0% |
| 1Y | -52.8% | +13.3% | -66.1% | -52.2% |
| All | -52.8% | +9.8% | -62.6% | -52.2% |
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