+52.7%
ROST vs YUM
+15.9%
+36.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.9% | +0.2% | +4.5% |
| 7D | +7.8% | +10.8% | -3.0% | +5.1% |
| 30D | +8.6% | +21.4% | -12.9% | +3.9% |
| 3M | -1.9% | +13.2% | -15.1% | -4.6% |
| 6M | +9.1% | +8.8% | +0.4% | +6.7% |
| YTD | +37.2% | +11.5% | +25.7% | +31.2% |
| 1Y | +52.7% | +13.4% | +39.4% | +45.4% |
| All | +52.7% | +15.9% | +36.8% | +45.4% |
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