+193.5%
NRG vs YUM
+19.0%
+174.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | -4.7% | -6.1% | +1.4% | -3.0% |
| 30D | -6.0% | -5.8% | -0.1% | -4.6% |
| 3M | -8.0% | -7.6% | -0.3% | -6.3% |
| 6M | -23.2% | -9.1% | -14.0% | -21.5% |
| YTD | -28.1% | -5.5% | -22.5% | -27.4% |
| 1Y | -27.3% | -3.7% | -23.6% | -27.2% |
| 3Y | +208.7% | +17.8% | +190.9% | +177.9% |
| All | +193.5% | +19.0% | +174.5% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling