+205.8%
RSP vs YUM
+171.3%
+34.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -1.9% | -6.1% | +4.2% | +1.0% |
| 30D | -2.8% | -5.8% | +3.0% | -0.2% |
| 3M | +2.8% | -7.6% | +10.5% | +6.0% |
| 6M | +10.2% | -9.1% | +19.4% | +14.2% |
| YTD | +13.1% | -5.5% | +18.6% | +14.6% |
| 1Y | +14.8% | -3.7% | +18.5% | +14.7% |
| 3Y | +52.6% | +17.8% | +34.8% | +34.6% |
| 5Y | +51.6% | +19.3% | +32.4% | +31.5% |
| All | +205.8% | +171.3% | +34.5% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling