-0.4%
ROL vs YUM
+20.4%
-20.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -3.2% | -5.2% | +2.0% | -1.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.7% |
| 3M | -27.3% | -4.3% | -23.0% | -26.5% |
| 6M | -38.1% | -8.7% | -29.4% | -36.4% |
| YTD | -41.8% | -3.5% | -38.3% | -41.5% |
| 1Y | -37.8% | +0.5% | -38.3% | -38.5% |
| All | -0.4% | +20.4% | -20.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling