+16.5%
ORCL vs YUM
+35.3%
-18.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +3.8% | -3.7% | +7.4% | +3.2% |
| 30D | -6.6% | +9.2% | -15.7% | -5.3% |
| 3M | -11.4% | +11.2% | -22.7% | -9.9% |
| 6M | -33.3% | +7.7% | -41.0% | -32.3% |
| YTD | -33.3% | +7.5% | -40.7% | -32.7% |
| 1Y | -44.9% | +8.3% | -53.2% | -44.4% |
| All | +16.5% | +35.3% | -18.8% | +13.4% |
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