+22.9%
YUM vs RL
+222.7%
-199.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.8% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +0.4% | -17.5% | +17.9% | +3.7% |
| 3M | -3.8% | -14.0% | +10.2% | -1.5% |
| 6M | -8.3% | -2.0% | -6.3% | -8.5% |
| YTD | -2.6% | -4.6% | +2.0% | -2.7% |
| 1Y | +1.5% | +9.5% | -8.0% | -1.2% |
| 3Y | +21.6% | +200.5% | -178.9% | -7.1% |
| All | +22.9% | +222.7% | -199.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling