+52.4%
RSP vs YUM
+21.5%
+31.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -1.8% | -3.6% | +1.7% | -1.0% |
| 30D | -2.5% | +0.4% | -2.9% | -2.7% |
| 3M | +3.0% | -3.8% | +6.8% | +3.7% |
| 6M | +8.9% | -8.3% | +17.2% | +10.9% |
| YTD | +13.0% | -2.6% | +15.6% | +12.9% |
| 1Y | +16.2% | +1.5% | +14.7% | +14.5% |
| All | +52.4% | +21.5% | +31.0% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling