+71.5%
SHEL vs YUM
+17.9%
+53.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | +4.1% | -6.1% | +10.2% | +4.6% |
| 30D | +8.4% | -5.8% | +14.2% | +8.8% |
| 3M | +13.7% | -7.6% | +21.3% | +14.4% |
| 6M | +12.7% | -9.1% | +21.9% | +13.5% |
| YTD | +35.3% | -5.5% | +40.8% | +35.4% |
| 1Y | +39.4% | -3.7% | +43.1% | +39.2% |
| 3Y | +71.5% | +17.8% | +53.7% | +66.8% |
| All | +71.5% | +17.9% | +53.6% | +66.8% |
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