+20.0%
YUM vs RGEN
-44.2%
+64.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -6.1% | -1.4% | -4.6% | -5.9% |
| 30D | -5.8% | -0.3% | -5.5% | -5.8% |
| 3M | -7.6% | +23.9% | -31.5% | -9.9% |
| 6M | -9.1% | +38.5% | -47.7% | -12.6% |
| YTD | -5.5% | +0.8% | -6.3% | -6.2% |
| 1Y | -3.7% | +38.2% | -41.9% | -8.0% |
| 3Y | +17.8% | +1.3% | +16.5% | +13.7% |
| All | +20.0% | -44.2% | +64.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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