+2,490.2%
NVDL vs YUM
+14.9%
+2,475.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -10.3% | -6.1% | -4.3% | -9.4% |
| 30D | -7.1% | -5.8% | -1.3% | -6.5% |
| 3M | +6.6% | -7.6% | +14.2% | +7.4% |
| 6M | +21.1% | -9.1% | +30.2% | +22.3% |
| YTD | +15.2% | -5.5% | +20.7% | +14.9% |
| 1Y | +18.8% | -3.7% | +22.5% | +17.4% |
| 3Y | +649.9% | +17.8% | +632.1% | +578.2% |
| All | +2,490.2% | +14.9% | +2,475.3% | +2,203.3% |
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