+55.3%
ON vs YUM
-2.1%
+57.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +7.8% |
| 7D | +2.4% | -6.1% | +8.4% | +0.4% |
| 30D | -8.6% | -5.8% | -2.8% | -10.1% |
| 3M | -34.3% | -7.6% | -26.7% | -35.2% |
| 6M | +28.5% | -9.1% | +37.7% | +27.6% |
| YTD | +40.6% | -5.5% | +46.1% | +40.2% |
| 1Y | +55.3% | -3.7% | +59.0% | +58.8% |
| All | +55.3% | -2.1% | +57.4% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling