+154.3%
YUM vs OTIS
+91.3%
+63.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.8% |
| 7D | -6.1% | -3.0% | -3.1% | -5.0% |
| 30D | -5.8% | -6.0% | +0.2% | -3.6% |
| 3M | -7.6% | -0.9% | -6.8% | -7.5% |
| 6M | -9.1% | -17.3% | +8.2% | -2.6% |
| YTD | -5.5% | -19.6% | +14.0% | +2.2% |
| 1Y | -3.7% | -21.0% | +17.3% | +4.8% |
| 3Y | +17.8% | -12.1% | +29.9% | +21.8% |
| 5Y | +19.3% | -17.1% | +36.3% | +23.4% |
| All | +154.3% | +91.3% | +63.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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