+50.4%
RSP vs YUM
+21.6%
+28.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -3.1% | -5.2% | +2.1% | -1.1% |
| 30D | -3.4% | -0.1% | -3.3% | -3.6% |
| 3M | +3.6% | -4.3% | +7.9% | +4.8% |
| 6M | +9.0% | -8.7% | +17.7% | +12.2% |
| YTD | +12.2% | -3.5% | +15.7% | +12.4% |
| 1Y | +15.6% | +0.5% | +15.1% | +13.3% |
| 3Y | +51.6% | +20.5% | +31.1% | +32.3% |
| 5Y | +50.4% | +21.8% | +28.6% | +27.4% |
| All | +50.4% | +21.6% | +28.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling