+2,264.8%
YUM vs RCAT
-100.0%
+2,364.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -1.1% | -3.3% | +2.3% | -1.1% |
| 3M | +1.8% | -43.2% | +45.0% | +1.8% |
| 6M | -4.7% | -43.2% | +38.4% | -4.7% |
| YTD | +0.6% | +5.5% | -5.0% | +0.5% |
| 1Y | +6.4% | -1.6% | +8.0% | +6.4% |
| 3Y | +22.6% | +773.7% | -751.1% | +22.3% |
| 5Y | +26.0% | +187.6% | -161.7% | +25.7% |
| 10Y | +174.6% | -98.5% | +273.1% | +175.5% |
| All | +2,264.8% | -100.0% | +2,364.8% | +2,360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling