+39.9%
XOP vs YUM
+17.9%
+22.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +2.6% | -6.1% | +8.7% | +2.9% |
| 30D | +9.6% | -5.8% | +15.4% | +9.8% |
| 3M | +20.4% | -7.6% | +28.0% | +20.7% |
| 6M | +19.9% | -9.1% | +29.1% | +20.2% |
| YTD | +56.4% | -5.5% | +61.9% | +55.4% |
| 1Y | +52.4% | -3.7% | +56.2% | +51.0% |
| 3Y | +39.9% | +17.8% | +22.1% | +32.5% |
| All | +39.9% | +17.9% | +22.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling