+2,709.2%
RTX vs YUM
+4,229.6%
-1,520.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | -10.6% | -0.8% | -9.7% | -10.5% |
| 3M | +11.6% | +1.5% | +10.2% | +10.5% |
| 6M | -4.5% | -6.1% | +1.6% | -2.9% |
| YTD | +9.6% | -0.2% | +9.8% | +8.8% |
| 1Y | +30.8% | +2.5% | +28.4% | +28.2% |
| 3Y | +152.8% | +24.6% | +128.2% | +126.2% |
| 5Y | +167.1% | +25.7% | +141.4% | +136.4% |
| 10Y | +275.2% | +179.7% | +95.5% | +150.1% |
| All | +2,709.2% | +4,229.6% | -1,520.4% | +700.7% |
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 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