+55.0%
XOP vs YUM
+171.3%
-116.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | +2.6% | -6.1% | +8.7% | +5.6% |
| 30D | +9.6% | -5.8% | +15.4% | +12.4% |
| 3M | +20.4% | -7.6% | +28.0% | +23.8% |
| 6M | +19.9% | -9.1% | +29.1% | +23.4% |
| YTD | +56.4% | -5.5% | +61.9% | +57.0% |
| 1Y | +52.4% | -3.7% | +56.2% | +50.7% |
| 3Y | +39.9% | +17.8% | +22.1% | +20.1% |
| 5Y | +163.7% | +19.3% | +144.5% | +120.9% |
| All | +55.0% | +171.3% | -116.3% | -12.3% |
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