-6.1%
RDW vs YUM
+19.0%
-25.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.4% |
| 7D | +0.9% | -6.1% | +6.9% | +3.5% |
| 30D | -21.3% | -5.8% | -15.4% | -19.6% |
| 3M | -37.9% | -7.6% | -30.2% | -36.5% |
| 6M | +12.3% | -9.1% | +21.4% | +14.4% |
| YTD | +39.7% | -5.5% | +45.3% | +38.0% |
| 1Y | +25.7% | -3.7% | +29.4% | +21.9% |
| 3Y | +230.8% | +17.8% | +213.0% | +164.9% |
| All | -6.1% | +19.0% | -25.1% | -31.9% |
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