+21.8%
YUM vs RCAT
+177.7%
-155.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -5.2% | -5.4% | +0.2% | -5.2% |
| 30D | -0.1% | -24.2% | +24.1% | 0.0% |
| 3M | -4.3% | -25.8% | +21.6% | -4.2% |
| 6M | -8.7% | -44.9% | +36.2% | -8.5% |
| YTD | -3.5% | +1.9% | -5.4% | -4.1% |
| 1Y | +0.5% | -5.2% | +5.6% | -0.4% |
| 3Y | +20.5% | +759.6% | -739.1% | +13.4% |
| 5Y | +21.8% | +187.5% | -165.7% | +15.6% |
| All | +21.8% | +177.7% | -155.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling