-22.2%
ON vs YUM
+17.9%
-40.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +8.9% |
| 7D | +2.4% | -6.1% | +8.4% | +3.6% |
| 30D | -8.6% | -5.8% | -2.8% | -7.7% |
| 3M | -34.3% | -7.6% | -26.7% | -33.7% |
| 6M | +28.5% | -9.1% | +37.7% | +30.3% |
| YTD | +40.6% | -5.5% | +46.1% | +39.5% |
| 1Y | +55.3% | -3.7% | +59.0% | +52.5% |
| 3Y | -22.2% | +17.8% | -40.0% | -33.3% |
| All | -22.2% | +17.9% | -40.1% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling