+631.5%
XLU vs YUM
+2,355.7%
-1,724.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -1.6% | -6.1% | +4.5% | -0.1% |
| 30D | -3.3% | -5.8% | +2.5% | -2.0% |
| 3M | -3.2% | -7.6% | +4.5% | -1.5% |
| 6M | -7.0% | -9.1% | +2.2% | -5.1% |
| YTD | +0.6% | -5.5% | +6.2% | +1.6% |
| 1Y | +2.4% | -3.7% | +6.1% | +2.7% |
| 3Y | +46.3% | +17.8% | +28.5% | +38.7% |
| 5Y | +44.0% | +19.3% | +24.7% | +35.5% |
| 10Y | +140.1% | +170.7% | -30.6% | +85.0% |
| All | +631.5% | +2,355.7% | -1,724.3% | +250.8% |
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