+39.9%
YUM vs OVV
+101.5%
-61.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.7% |
| 7D | -4.1% | +6.5% | -10.6% | -4.4% |
| 30D | +8.4% | -2.7% | +11.0% | +8.4% |
| 3M | +6.5% | +3.1% | +3.4% | +6.2% |
| 6M | +5.3% | +12.8% | -7.5% | +4.3% |
| YTD | +6.9% | +68.1% | -61.3% | +2.5% |
| 1Y | +8.7% | +73.6% | -64.9% | +4.0% |
| 3Y | +34.1% | +57.6% | -23.5% | +27.4% |
| 5Y | +39.9% | +104.5% | -64.6% | +27.3% |
| All | +39.9% | +101.5% | -61.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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