-48.1%
RDDT vs YUM
+9.9%
-58.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.9% | 0.0% | +6.3% |
| 7D | -24.4% | +10.8% | -35.1% | -23.7% |
| 30D | -32.3% | +21.4% | -53.7% | -30.8% |
| 3M | -36.3% | +13.2% | -49.5% | -35.7% |
| 6M | -39.7% | +8.8% | -48.5% | -39.1% |
| YTD | -55.7% | +11.5% | -67.2% | -54.6% |
| All | -48.1% | +9.9% | -58.0% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling