+139.3%
SLB vs YUM
+22.4%
+116.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -1.9% | -3.6% | +1.7% | -1.0% |
| 30D | +7.8% | +0.4% | +7.4% | +7.5% |
| 3M | +2.7% | -3.8% | +6.5% | +3.3% |
| 6M | +22.2% | -8.3% | +30.4% | +24.3% |
| YTD | +51.1% | -2.6% | +53.7% | +51.0% |
| 1Y | +63.3% | +1.5% | +61.8% | +61.1% |
| 3Y | +2.4% | +21.6% | -19.2% | -5.0% |
| 5Y | +139.3% | +23.5% | +115.8% | +109.0% |
| All | +139.3% | +22.4% | +116.9% | +109.0% |
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 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