+33.3%
ORCL vs YUM
+23.7%
+9.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.3% |
| 7D | +15.0% | -1.7% | +16.7% | +14.8% |
| 30D | +10.5% | -0.8% | +11.4% | +10.4% |
| 3M | -23.0% | +1.5% | -24.5% | -22.8% |
| 6M | +7.0% | -6.1% | +13.1% | +6.8% |
| YTD | -15.8% | -0.2% | -15.6% | -16.2% |
| 1Y | -31.1% | +2.5% | -33.5% | -31.5% |
| 3Y | +33.3% | +24.6% | +8.7% | +26.1% |
| All | +33.3% | +23.7% | +9.6% | +26.1% |
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