+3,723.6%
ROL vs YUM
+4,229.6%
-506.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -3.4% | -1.7% | -1.8% | -2.9% |
| 30D | -6.9% | -0.8% | -6.1% | -6.8% |
| 3M | -24.6% | +1.5% | -26.1% | -25.1% |
| 6M | -39.5% | -6.1% | -33.4% | -38.6% |
| YTD | -41.1% | -0.2% | -40.9% | -41.4% |
| 1Y | -37.9% | +2.5% | -40.4% | -38.8% |
| 3Y | +0.8% | +24.6% | -23.8% | -6.9% |
| 5Y | -4.7% | +25.7% | -30.3% | -12.5% |
| 10Y | +207.9% | +179.7% | +28.2% | +118.7% |
| All | +3,723.6% | +4,229.6% | -506.0% | +1,300.9% |
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