+227.7%
XLE vs YUM
+22.4%
+205.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.3% |
| 7D | +0.3% | -3.6% | +3.9% | +1.0% |
| 30D | +8.5% | +0.4% | +8.1% | +8.3% |
| 3M | +14.6% | -3.8% | +18.4% | +15.1% |
| 6M | +17.6% | -8.3% | +25.8% | +19.2% |
| YTD | +48.1% | -2.6% | +50.7% | +47.5% |
| 1Y | +53.8% | +1.5% | +52.3% | +51.2% |
| 3Y | +56.2% | +21.6% | +34.6% | +44.3% |
| 5Y | +227.7% | +23.5% | +204.2% | +193.5% |
| All | +227.7% | +22.4% | +205.3% | +193.5% |
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