+13,139.2%
ROST vs YUM
+4,124.8%
+9,014.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.8% |
| 7D | -2.2% | -3.6% | +1.3% | -0.8% |
| 30D | -11.4% | +0.4% | -11.8% | -11.7% |
| 3M | -1.6% | -3.8% | +2.2% | -0.6% |
| 6M | +6.8% | -8.3% | +15.1% | +9.8% |
| YTD | +25.8% | -2.6% | +28.4% | +26.1% |
| 1Y | +52.4% | +1.5% | +50.9% | +49.9% |
| 3Y | +94.4% | +21.6% | +72.8% | +75.4% |
| 5Y | +108.2% | +23.5% | +84.7% | +86.9% |
| 10Y | +308.5% | +178.9% | +129.5% | +174.3% |
| All | +13,139.2% | +4,124.8% | +9,014.4% | +3,923.0% |
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