+123.0%
XRT vs YUM
+171.3%
-48.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | -3.2% | -6.1% | +2.9% | -0.3% |
| 30D | -4.5% | -5.8% | +1.3% | -1.9% |
| 3M | -3.1% | -7.6% | +4.6% | 0.0% |
| 6M | +4.2% | -9.1% | +13.4% | +8.1% |
| YTD | -0.1% | -5.5% | +5.4% | +1.3% |
| 1Y | -3.0% | -3.7% | +0.7% | -3.0% |
| 3Y | +41.8% | +17.8% | +24.0% | +24.7% |
| 5Y | -1.3% | +19.3% | -20.5% | -14.2% |
| All | +123.0% | +171.3% | -48.3% | +31.9% |
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 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