+1,086.0%
OXY vs YUM
+4,000.0%
-2,913.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +2.8% | -6.1% | +8.9% | +5.0% |
| 30D | +5.5% | -5.8% | +11.3% | +7.4% |
| 3M | +11.3% | -7.6% | +18.9% | +13.7% |
| 6M | +11.6% | -9.1% | +20.7% | +14.1% |
| YTD | +51.6% | -5.5% | +57.1% | +52.6% |
| 1Y | +36.2% | -3.7% | +39.9% | +35.8% |
| 3Y | +1.7% | +17.8% | -16.1% | -6.7% |
| 5Y | +164.5% | +19.3% | +145.2% | +139.1% |
| 10Y | +6.1% | +170.7% | -164.7% | -24.6% |
| All | +1,086.0% | +4,000.0% | -2,913.9% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling