+17.8%
YUM vs REPL
-34.7%
+52.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.1% |
| 7D | -6.1% | -14.1% | +8.0% | -6.1% |
| 30D | -5.8% | -15.2% | +9.4% | -5.9% |
| 3M | -7.6% | +49.9% | -57.5% | -7.1% |
| 6M | -9.1% | +63.5% | -72.7% | -8.4% |
| YTD | -5.5% | +32.9% | -38.4% | -4.7% |
| 1Y | -3.7% | +115.0% | -118.7% | -3.4% |
| 3Y | +17.8% | -34.7% | +52.5% | +13.4% |
| All | +17.8% | -34.7% | +52.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling