+791.7%
RIOT vs YUM
+189.2%
+602.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.9% |
| 7D | -1.5% | -6.1% | +4.5% | +2.5% |
| 30D | +5.7% | -5.8% | +11.5% | +9.6% |
| 3M | -17.9% | -7.6% | -10.2% | -14.2% |
| 6M | +45.0% | -9.1% | +54.1% | +52.7% |
| YTD | +69.5% | -5.5% | +75.0% | +72.4% |
| 1Y | +37.2% | -3.7% | +40.9% | +36.2% |
| 3Y | +111.7% | +17.8% | +93.9% | +75.5% |
| 5Y | -27.5% | +19.3% | -46.8% | -39.4% |
| 10Y | +511.1% | +170.7% | +340.3% | +223.2% |
| All | +791.7% | +189.2% | +602.5% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling