+195.8%
ON vs YUM
+3,512.3%
-3,316.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | -1.9% | -3.6% | +1.7% | 0.0% |
| 30D | -11.0% | +0.4% | -11.4% | -11.6% |
| 3M | -39.3% | -3.8% | -35.5% | -39.1% |
| 6M | +19.8% | -8.3% | +28.1% | +22.7% |
| YTD | +31.1% | -2.6% | +33.7% | +29.3% |
| 1Y | +46.0% | +1.5% | +44.5% | +39.7% |
| 3Y | -27.5% | +21.6% | -49.1% | -37.9% |
| 5Y | +56.9% | +23.5% | +33.4% | +35.2% |
| 10Y | +591.8% | +178.9% | +412.9% | +300.6% |
| All | +195.8% | +3,512.3% | -3,316.6% | -28.5% |
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