-5.8%
SLB vs YUM
+171.3%
-177.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -2.5% | -6.1% | +3.5% | +0.5% |
| 30D | +7.1% | -5.8% | +12.9% | +10.1% |
| 3M | +0.6% | -7.6% | +8.3% | +3.8% |
| 6M | +17.6% | -9.1% | +26.7% | +21.8% |
| YTD | +48.5% | -5.5% | +54.0% | +50.2% |
| 1Y | +59.4% | -3.7% | +63.1% | +58.9% |
| 3Y | -0.4% | +17.8% | -18.2% | -13.9% |
| 5Y | +133.8% | +19.3% | +114.5% | +96.1% |
| All | -5.8% | +171.3% | -177.1% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling