+188.8%
SHEL vs YUM
+19.0%
+169.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +4.1% | -6.1% | +10.2% | +5.2% |
| 30D | +8.4% | -5.8% | +14.2% | +9.5% |
| 3M | +13.7% | -7.6% | +21.3% | +15.1% |
| 6M | +12.7% | -9.1% | +21.9% | +14.3% |
| YTD | +35.3% | -5.5% | +40.8% | +35.8% |
| 1Y | +39.4% | -3.7% | +43.1% | +39.1% |
| 3Y | +71.5% | +17.8% | +53.7% | +60.9% |
| All | +188.8% | +19.0% | +169.8% | +158.9% |
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