+22.9%
YUM vs REPL
-54.7%
+77.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.4% |
| 7D | -3.6% | -9.6% | +6.0% | -3.5% |
| 30D | +0.4% | +5.7% | -5.3% | +0.4% |
| 3M | -3.8% | +56.4% | -60.2% | -3.8% |
| 6M | -8.3% | +67.4% | -75.7% | -8.9% |
| YTD | -2.6% | +48.7% | -51.3% | -3.2% |
| 1Y | +1.5% | +148.3% | -146.8% | -0.6% |
| 3Y | +21.6% | -26.7% | +48.3% | +19.8% |
| All | +22.9% | -54.7% | +77.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling