+82.4%
ORCL vs YUM
+21.6%
+60.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -0.7% | -5.2% | +4.5% | +0.1% |
| 30D | +5.1% | -0.1% | +5.2% | +5.1% |
| 3M | -23.7% | -4.3% | -19.5% | -23.5% |
| 6M | +3.1% | -8.7% | +11.8% | +4.1% |
| YTD | -20.8% | -3.5% | -17.3% | -21.6% |
| 1Y | -52.9% | +0.5% | -53.3% | -54.3% |
| 3Y | +25.4% | +20.5% | +4.9% | +9.4% |
| 5Y | +82.4% | +21.8% | +60.6% | +57.8% |
| All | +82.4% | +21.6% | +60.8% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling