+558.6%
QQQ vs YUM
+171.3%
+387.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -0.6% | -6.1% | +5.5% | +2.0% |
| 30D | -1.2% | -5.8% | +4.6% | +1.1% |
| 3M | -0.2% | -7.6% | +7.4% | +2.4% |
| 6M | +17.9% | -9.1% | +27.1% | +21.5% |
| YTD | +16.6% | -5.5% | +22.2% | +17.7% |
| 1Y | +23.0% | -3.7% | +26.7% | +22.3% |
| 3Y | +92.9% | +17.8% | +75.2% | +70.7% |
| 5Y | +95.6% | +19.3% | +76.3% | +70.8% |
| All | +558.6% | +171.3% | +387.3% | +315.3% |
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 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