+4,535.0%
YUM vs RL
+1,917.7%
+2,617.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +10.0% | +2.9% | +7.0% | +9.1% |
| 3M | +7.5% | 0.0% | +7.5% | +7.3% |
| 6M | +8.8% | +17.1% | -8.3% | +3.8% |
| YTD | +8.2% | +10.1% | -1.9% | +4.2% |
| 1Y | +9.8% | +17.3% | -7.5% | +4.0% |
| 3Y | +36.4% | +249.3% | -212.9% | -5.8% |
| 5Y | +41.7% | +240.9% | -199.2% | -4.4% |
| 10Y | +217.5% | +337.3% | -119.8% | +83.1% |
| All | +4,535.0% | +1,917.7% | +2,617.3% | +1,457.5% |
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