+490.3%
XRT vs YUM
+1,051.9%
-561.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.1% |
| 7D | -2.4% | -4.0% | +1.6% | -0.2% |
| 30D | -6.9% | -0.1% | -6.8% | -7.1% |
| 3M | -0.4% | -4.3% | +3.9% | +1.2% |
| 6M | +2.2% | -8.7% | +11.0% | +6.3% |
| YTD | -0.7% | -3.1% | +2.5% | -0.4% |
| 1Y | -2.0% | +1.0% | -3.0% | -4.4% |
| 3Y | +41.0% | +21.0% | +20.0% | +21.6% |
| 5Y | -3.3% | +22.9% | -26.2% | -17.4% |
| 10Y | +124.8% | +177.6% | -52.7% | +14.9% |
| All | +490.3% | +1,051.9% | -561.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling