+333.1%
RCL vs YUM
+171.3%
+161.8%
-83.3%
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% | +2.3% |
| 7D | -1.9% | -6.1% | +4.2% | +3.6% |
| 30D | -15.5% | -5.8% | -9.7% | -11.5% |
| 3M | -9.7% | -7.6% | -2.0% | -4.8% |
| 6M | -8.7% | -9.1% | +0.4% | -2.6% |
| YTD | -5.8% | -5.5% | -0.2% | -3.4% |
| 1Y | -24.5% | -3.7% | -20.7% | -24.6% |
| 3Y | +173.9% | +17.8% | +156.1% | +111.5% |
| 5Y | +228.0% | +19.3% | +208.7% | +150.4% |
| All | +333.1% | +171.3% | +161.8% | +86.7% |
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