+1,047.3%
XLE vs YUM
+2,712.4%
-1,665.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -3.9% | +10.0% | -13.9% | -7.3% |
| 3M | +7.0% | +7.5% | -0.5% | +3.8% |
| 6M | +14.2% | +8.8% | +5.4% | +9.8% |
| YTD | +48.2% | +8.2% | +40.0% | +42.0% |
| 1Y | +47.7% | +9.8% | +37.8% | +40.7% |
| 3Y | +70.0% | +36.4% | +33.6% | +47.9% |
| 5Y | +169.1% | +41.7% | +127.5% | +128.9% |
| 10Y | +180.7% | +217.5% | -36.8% | +82.8% |
| All | +1,047.3% | +2,712.4% | -1,665.1% | +350.0% |
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