+57.9%
XLE vs YUM
+17.9%
+40.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +1.7% | -6.1% | +7.7% | +2.2% |
| 30D | +6.7% | -5.8% | +12.6% | +7.2% |
| 3M | +14.9% | -7.6% | +22.5% | +15.5% |
| 6M | +15.9% | -9.1% | +25.0% | +16.7% |
| YTD | +47.7% | -5.5% | +53.2% | +47.5% |
| 1Y | +50.7% | -3.7% | +54.4% | +50.0% |
| 3Y | +57.9% | +17.8% | +40.1% | +50.7% |
| All | +57.9% | +17.9% | +40.0% | +50.7% |
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