-42.2%
RIG vs YUM
+171.3%
-213.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.5% |
| 7D | -3.1% | -6.1% | +3.0% | +0.4% |
| 30D | -0.5% | -5.8% | +5.3% | +2.6% |
| 3M | -6.0% | -7.6% | +1.7% | -2.8% |
| 6M | -10.1% | -9.1% | -1.0% | -7.1% |
| YTD | +37.3% | -5.5% | +42.8% | +37.8% |
| 1Y | +73.9% | -3.7% | +77.6% | +70.8% |
| 3Y | -30.2% | +17.8% | -48.0% | -41.8% |
| 5Y | +62.5% | +19.3% | +43.2% | +31.5% |
| All | -42.2% | +171.3% | -213.5% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling