+73.9%
RIG vs YUM
-2.1%
+76.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -2.3% |
| 7D | -3.1% | -6.1% | +3.0% | -4.7% |
| 30D | -0.5% | -5.8% | +5.3% | -2.1% |
| 3M | -6.0% | -7.6% | +1.7% | -7.4% |
| 6M | -10.1% | -9.1% | -1.0% | -11.4% |
| YTD | +37.3% | -5.5% | +42.8% | +36.1% |
| 1Y | +73.9% | -3.7% | +77.6% | +72.7% |
| All | +73.9% | -2.1% | +76.0% | +72.7% |
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 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