+191.2%
VLO vs YUM
+20.4%
+170.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +4.0% | -5.2% | +9.2% | +4.0% |
| 30D | +19.0% | -0.1% | +19.1% | +19.0% |
| 3M | +50.0% | -4.3% | +54.3% | +49.9% |
| 6M | +79.1% | -8.7% | +87.9% | +79.3% |
| YTD | +140.3% | -3.5% | +143.8% | +137.8% |
| 1Y | +148.3% | +0.5% | +147.9% | +143.9% |
| All | +191.2% | +20.4% | +170.8% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling