-41.6%
ORCL vs YUM
+9.4%
-51.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.7% |
| 7D | +8.0% | +0.1% | +7.8% | +8.0% |
| 30D | -4.0% | +10.0% | -14.0% | +1.7% |
| 3M | -19.5% | +7.5% | -27.0% | -16.0% |
| 6M | -33.5% | +8.8% | -42.3% | -28.7% |
| YTD | -34.8% | +8.2% | -43.0% | -27.9% |
| 1Y | -41.6% | +9.8% | -51.5% | -32.7% |
| All | -41.6% | +9.4% | -51.0% | -32.7% |
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 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