+219.1%
RCL vs YUM
+19.0%
+200.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.8% |
| 7D | -1.9% | -6.1% | +4.2% | +2.0% |
| 30D | -15.5% | -5.8% | -9.7% | -12.5% |
| 3M | -9.7% | -7.6% | -2.0% | -6.0% |
| 6M | -8.7% | -9.1% | +0.4% | -4.0% |
| YTD | -5.8% | -5.5% | -0.2% | -3.9% |
| 1Y | -24.5% | -3.7% | -20.7% | -24.2% |
| 3Y | +173.9% | +17.8% | +156.1% | +118.6% |
| All | +219.1% | +19.0% | +200.1% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling