+4,070.4%
YUM vs RIO
+2,973.4%
+1,097.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.6% | +1.0% | -4.5% | -3.8% |
| 30D | +0.4% | +4.0% | -3.6% | -0.5% |
| 3M | -3.8% | +4.5% | -8.3% | -4.9% |
| 6M | -8.3% | +17.3% | -25.6% | -12.0% |
| YTD | -2.6% | +36.2% | -38.8% | -9.9% |
| 1Y | +1.5% | +76.1% | -74.6% | -11.5% |
| 3Y | +21.6% | +102.5% | -80.9% | +2.0% |
| 5Y | +23.5% | +103.5% | -80.0% | +1.3% |
| 10Y | +178.9% | +619.2% | -440.2% | +68.3% |
| All | +4,070.4% | +2,973.4% | +1,097.1% | +1,493.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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