-21.7%
ONON vs YUM
+20.4%
-42.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.3% |
| 7D | -2.1% | -6.1% | +4.0% | +1.4% |
| 30D | -11.6% | -5.8% | -5.8% | -8.9% |
| 3M | -30.1% | -7.6% | -22.5% | -27.5% |
| 6M | -30.5% | -9.1% | -21.4% | -27.3% |
| YTD | -41.0% | -5.5% | -35.5% | -40.1% |
| 1Y | -36.7% | -3.7% | -33.0% | -37.0% |
| 3Y | -8.6% | +17.8% | -26.4% | -30.5% |
| All | -21.7% | +20.4% | -42.1% | -44.7% |
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 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