-34.5%
RBLX vs YUM
+51.3%
-85.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | +5.1% | -6.1% | +11.1% | +8.2% |
| 30D | +28.0% | -5.8% | +33.9% | +31.5% |
| 3M | +4.6% | -7.6% | +12.2% | +8.6% |
| 6M | -24.7% | -9.1% | -15.5% | -21.3% |
| YTD | -43.8% | -5.5% | -38.3% | -42.9% |
| 1Y | -65.8% | -3.7% | -62.1% | -65.8% |
| 3Y | +59.4% | +17.8% | +41.6% | +28.7% |
| 5Y | -48.2% | +19.3% | -67.5% | -62.1% |
| All | -34.5% | +51.3% | -85.8% | -62.3% |
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