+165.5%
YUM vs RL
+311.3%
-145.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -6.1% | -3.4% | -2.6% | -5.4% |
| 30D | -5.8% | -14.4% | +8.6% | -2.9% |
| 3M | -7.6% | -13.6% | +5.9% | -5.1% |
| 6M | -9.1% | +0.6% | -9.7% | -9.9% |
| YTD | -5.5% | -3.6% | -1.9% | -5.7% |
| 1Y | -3.7% | +8.3% | -12.1% | -6.4% |
| 3Y | +17.8% | +204.8% | -187.0% | -11.6% |
| 5Y | +19.3% | +232.9% | -213.7% | -14.7% |
| All | +165.5% | +311.3% | -145.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling