+56.8%
RGTI vs YUM
+19.0%
+37.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.6% |
| 7D | +0.5% | -6.1% | +6.5% | +3.1% |
| 30D | -17.1% | -5.8% | -11.3% | -15.3% |
| 3M | -26.0% | -7.6% | -18.4% | -24.3% |
| 6M | -9.9% | -9.1% | -0.7% | -7.4% |
| YTD | -31.1% | -5.5% | -25.5% | -31.3% |
| 1Y | -8.5% | -3.7% | -4.8% | -11.3% |
| 3Y | +652.2% | +17.8% | +634.4% | +514.0% |
| All | +56.8% | +19.0% | +37.8% | +17.2% |
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