+165.5%
YUM vs RCAT
-98.5%
+264.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -6.1% | -4.9% | -1.2% | -6.0% |
| 30D | -5.8% | -22.9% | +17.0% | -5.7% |
| 3M | -7.6% | -33.7% | +26.1% | -7.5% |
| 6M | -9.1% | -50.7% | +41.6% | -9.0% |
| YTD | -5.5% | +0.4% | -5.9% | -5.7% |
| 1Y | -3.7% | -27.6% | +23.9% | -3.8% |
| 3Y | +17.8% | +753.2% | -735.4% | +15.7% |
| 5Y | +19.3% | +183.3% | -164.0% | +17.3% |
| All | +165.5% | -98.5% | +264.1% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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