+91.3%
RF vs YUM
+23.7%
+67.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +2.7% | -1.7% | +4.3% | +3.0% |
| 30D | -3.4% | -0.8% | -2.5% | -3.2% |
| 3M | +6.4% | +1.5% | +4.9% | +5.6% |
| 6M | +13.4% | -6.1% | +19.5% | +14.8% |
| YTD | +14.2% | -0.2% | +14.5% | +13.3% |
| 1Y | +15.7% | +2.5% | +13.2% | +13.7% |
| 3Y | +91.3% | +24.6% | +66.7% | +64.5% |
| All | +91.3% | +23.7% | +67.6% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling