+629.3%
ON vs YUM
+171.3%
+458.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +10.0% |
| 7D | +2.4% | -6.1% | +8.4% | +7.0% |
| 30D | -8.6% | -5.8% | -2.8% | -5.2% |
| 3M | -34.3% | -7.6% | -26.7% | -32.3% |
| 6M | +28.5% | -9.1% | +37.7% | +33.1% |
| YTD | +40.6% | -5.5% | +46.1% | +39.9% |
| 1Y | +55.3% | -3.7% | +59.0% | +50.4% |
| 3Y | -22.2% | +17.8% | -40.0% | -38.9% |
| 5Y | +62.4% | +19.3% | +43.1% | +27.0% |
| All | +629.3% | +171.3% | +458.0% | +220.6% |
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