+361.0%
ORLY vs YUM
+171.3%
+189.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -2.4% | -6.1% | +3.7% | +0.2% |
| 30D | -6.8% | -5.8% | -0.9% | -4.5% |
| 3M | -4.8% | -7.6% | +2.9% | -2.0% |
| 6M | -9.1% | -9.1% | +0.1% | -5.9% |
| YTD | -5.9% | -5.5% | -0.4% | -4.5% |
| 1Y | -20.4% | -3.7% | -16.7% | -20.0% |
| 3Y | +36.6% | +17.8% | +18.8% | +23.4% |
| 5Y | +117.3% | +19.3% | +98.1% | +93.2% |
| All | +361.0% | +171.3% | +189.7% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling