+52.3%
ROST vs YUM
+5.7%
+46.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.9% | -2.0% | +3.0% | +1.4% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | -0.8% | +1.8% | -2.6% | -1.7% |
| 6M | +8.5% | -4.7% | +13.2% | +9.4% |
| YTD | +28.6% | +0.6% | +28.0% | +27.6% |
| 1Y | +52.3% | +6.4% | +45.9% | +50.5% |
| All | +52.3% | +5.7% | +46.7% | +50.5% |
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