+59.8%
ON vs YUM
+19.0%
+40.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.7% |
| 7D | +2.4% | -6.1% | +8.4% | +5.9% |
| 30D | -8.6% | -5.8% | -2.8% | -6.0% |
| 3M | -34.3% | -7.6% | -26.7% | -32.7% |
| 6M | +28.5% | -9.1% | +37.7% | +32.3% |
| YTD | +40.6% | -5.5% | +46.1% | +39.4% |
| 1Y | +55.3% | -3.7% | +59.0% | +50.3% |
| 3Y | -22.2% | +17.8% | -40.0% | -40.8% |
| All | +59.8% | +19.0% | +40.8% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling