+4,033.9%
YUM vs JBL
+2,488.1%
+1,545.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -0.1% | -15.1% | +15.0% | +2.3% |
| 3M | -4.3% | -14.0% | +9.8% | -2.6% |
| 6M | -8.7% | +20.6% | -29.3% | -12.4% |
| YTD | -3.5% | +32.9% | -36.4% | -9.1% |
| 1Y | +0.5% | +40.5% | -40.1% | -6.7% |
| 3Y | +20.5% | +183.7% | -163.2% | -2.7% |
| 5Y | +21.8% | +388.3% | -366.5% | -10.9% |
| 10Y | +176.5% | +1,464.9% | -1,288.4% | +65.2% |
| All | +4,033.9% | +2,488.1% | +1,545.9% | +1,595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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