+4,208.2%
YUM vs RL
+1,729.1%
+2,479.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.1% | -7.8% | +6.7% | +0.8% |
| 3M | +1.8% | -4.0% | +5.8% | +2.5% |
| 6M | -4.7% | -1.9% | -2.9% | -5.2% |
| YTD | +0.6% | -0.2% | +0.7% | -0.6% |
| 1Y | +6.4% | +10.7% | -4.3% | +2.1% |
| 3Y | +22.6% | +210.8% | -188.2% | -12.8% |
| 5Y | +26.0% | +238.2% | -212.3% | -15.1% |
| 10Y | +174.6% | +313.4% | -138.8% | +60.5% |
| All | +4,208.2% | +1,729.1% | +2,479.0% | +1,386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling