+165.5%
YUM vs RBA
+206.5%
-40.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.9% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -5.8% | -2.9% | -2.9% | -5.3% |
| 3M | -7.6% | -20.9% | +13.3% | -3.8% |
| 6M | -9.1% | -17.7% | +8.5% | -6.4% |
| YTD | -5.5% | -18.2% | +12.7% | -3.0% |
| 1Y | -3.7% | -29.1% | +25.4% | +2.1% |
| 3Y | +17.8% | +29.5% | -11.7% | +6.6% |
| 5Y | +19.3% | +40.2% | -21.0% | +3.1% |
| All | +165.5% | +206.5% | -40.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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