+171.9%
SLB vs YUM
+4,264.3%
-4,092.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.8% | -2.0% | +2.9% | +1.6% |
| 30D | +15.8% | -1.1% | +16.9% | +16.0% |
| 3M | -0.3% | +1.8% | -2.1% | -1.6% |
| 6M | +21.3% | -4.7% | +26.1% | +22.4% |
| YTD | +52.3% | +0.6% | +51.7% | +50.5% |
| 1Y | +63.6% | +6.4% | +57.2% | +57.9% |
| 3Y | +3.8% | +22.6% | -18.8% | -6.1% |
| 5Y | +128.6% | +26.0% | +102.7% | +103.0% |
| 10Y | -3.1% | +174.6% | -177.7% | -34.1% |
| All | +171.9% | +4,264.3% | -4,092.4% | -14.0% |
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