+1,125.4%
NRG vs YUM
+182.0%
+943.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -6.2% |
| 7D | -8.9% | -2.4% | -6.4% | -7.9% |
| 30D | -14.1% | -0.7% | -13.4% | -14.2% |
| 3M | -13.2% | -4.7% | -8.5% | -12.0% |
| 6M | -28.6% | -7.9% | -20.7% | -26.5% |
| YTD | -31.2% | -1.9% | -29.4% | -31.5% |
| 1Y | -33.4% | -0.2% | -33.2% | -34.7% |
| 3Y | +192.9% | +17.8% | +175.1% | +155.2% |
| 5Y | +181.8% | +24.8% | +157.1% | +134.2% |
| 10Y | +1,125.4% | +181.3% | +944.1% | +518.9% |
| All | +1,125.4% | +182.0% | +943.4% | +518.9% |
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