+192.9%
XOM vs YUM
+171.3%
+21.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +4.1% | -6.1% | +10.1% | +6.6% |
| 30D | +4.6% | -5.8% | +10.4% | +6.9% |
| 3M | +14.0% | -7.6% | +21.6% | +16.9% |
| 6M | +11.0% | -9.1% | +20.1% | +14.1% |
| YTD | +40.7% | -5.5% | +46.2% | +41.9% |
| 1Y | +52.3% | -3.7% | +56.0% | +51.8% |
| 3Y | +60.5% | +17.8% | +42.7% | +42.6% |
| 5Y | +266.4% | +19.3% | +247.1% | +218.3% |
| All | +192.9% | +171.3% | +21.6% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling