-34.7%
ROL vs YUM
+15.9%
-50.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.2% | +0.5% |
| 7D | +14.6% | +10.8% | +3.8% | +10.3% |
| 30D | +29.3% | +21.4% | +7.8% | +21.1% |
| 3M | +2.0% | +13.2% | -11.2% | -2.7% |
| 6M | -28.5% | +8.8% | -37.3% | -31.3% |
| YTD | -35.3% | +11.5% | -46.9% | -38.7% |
| 1Y | -34.7% | +13.4% | -48.1% | -38.4% |
| All | -34.7% | +15.9% | -50.6% | -38.4% |
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