+20.0%
YUM vs RBA
+39.4%
-19.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.6% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -5.8% | -2.9% | -2.9% | -5.5% |
| 3M | -7.6% | -20.9% | +13.3% | -5.4% |
| 6M | -9.1% | -17.7% | +8.5% | -7.6% |
| YTD | -5.5% | -18.2% | +12.7% | -4.3% |
| 1Y | -3.7% | -29.1% | +25.4% | -0.2% |
| 3Y | +17.8% | +29.5% | -11.7% | +10.2% |
| All | +20.0% | +39.4% | -19.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling