+1,024.7%
XLE vs YUM
+2,514.1%
-1,489.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.9% |
| 30D | +11.8% | -1.1% | +12.9% | +11.9% |
| 3M | +9.8% | +1.8% | +8.0% | +8.5% |
| 6M | +15.6% | -4.7% | +20.3% | +16.5% |
| YTD | +45.3% | +0.6% | +44.7% | +43.4% |
| 1Y | +48.3% | +6.4% | +41.9% | +43.1% |
| 3Y | +55.4% | +22.6% | +32.8% | +40.9% |
| 5Y | +216.1% | +26.0% | +190.1% | +181.1% |
| 10Y | +178.4% | +174.6% | +3.8% | +90.7% |
| All | +1,024.7% | +2,514.1% | -1,489.3% | +354.4% |
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