+2,182.7%
RCL vs YUM
+4,595.4%
-2,412.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +17.8% | +10.0% | +7.9% | +11.4% |
| 3M | +4.9% | +7.5% | -2.5% | -0.1% |
| 6M | +23.7% | +8.8% | +14.9% | +16.0% |
| YTD | +17.8% | +8.2% | +9.6% | +10.7% |
| 1Y | +28.9% | +9.8% | +19.1% | +20.3% |
| 3Y | +241.9% | +36.4% | +205.4% | +171.3% |
| 5Y | +295.4% | +41.7% | +253.7% | +211.2% |
| 10Y | +344.1% | +217.5% | +126.6% | +133.2% |
| All | +2,182.7% | +4,595.4% | -2,412.8% | +269.4% |
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