-8.3%
YUM vs RGEN
+39.8%
-48.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.3% |
| 7D | -3.6% | -4.6% | +1.0% | -3.3% |
| 30D | +0.4% | +1.2% | -0.8% | +0.3% |
| 3M | -3.8% | +26.8% | -30.6% | -5.3% |
| 6M | -8.3% | +29.1% | -37.3% | -9.5% |
| All | -8.3% | +39.8% | -48.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling