+1,489.3%
NRG vs YUM
+1,577.2%
-87.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | -4.7% | -6.1% | +1.4% | -2.0% |
| 30D | -6.0% | -5.8% | -0.1% | -3.7% |
| 3M | -8.0% | -7.6% | -0.3% | -5.3% |
| 6M | -23.2% | -9.1% | -14.0% | -20.5% |
| YTD | -28.1% | -5.5% | -22.5% | -27.0% |
| 1Y | -27.3% | -3.7% | -23.6% | -27.4% |
| 3Y | +208.7% | +17.8% | +190.9% | +174.8% |
| 5Y | +197.7% | +19.3% | +178.4% | +161.3% |
| 10Y | +1,103.3% | +170.7% | +932.6% | +612.6% |
| All | +1,489.3% | +1,577.2% | -87.9% | +360.0% |
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