+552.8%
SHEL vs YUM
+4,087.9%
-3,535.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.9% | -5.2% | +9.1% | +5.6% |
| 30D | +7.0% | -0.1% | +7.1% | +6.8% |
| 3M | +12.5% | -4.3% | +16.8% | +13.5% |
| 6M | +14.8% | -8.7% | +23.5% | +17.1% |
| YTD | +34.2% | -3.5% | +37.7% | +34.4% |
| 1Y | +37.0% | +0.5% | +36.5% | +35.2% |
| 3Y | +70.9% | +20.5% | +50.4% | +57.6% |
| 5Y | +192.5% | +21.8% | +170.7% | +166.7% |
| 10Y | +208.5% | +176.5% | +32.0% | +122.0% |
| All | +552.8% | +4,087.9% | -3,535.1% | +157.0% |
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