+153.3%
XOP vs YUM
+19.0%
+134.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +2.6% | -6.1% | +8.7% | +4.0% |
| 30D | +9.6% | -5.8% | +15.4% | +10.9% |
| 3M | +20.4% | -7.6% | +28.0% | +22.0% |
| 6M | +19.9% | -9.1% | +29.1% | +21.6% |
| YTD | +56.4% | -5.5% | +61.9% | +56.2% |
| 1Y | +52.4% | -3.7% | +56.2% | +51.0% |
| 3Y | +39.9% | +17.8% | +22.1% | +26.4% |
| All | +153.3% | +19.0% | +134.3% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling