+4,070.4%
YUM vs RMBS
+424.3%
+3,646.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -3.6% | +3.5% | -7.0% | -3.8% |
| 30D | +0.4% | -8.6% | +9.0% | +0.9% |
| 3M | -3.8% | -40.3% | +36.5% | -1.0% |
| 6M | -8.3% | -1.0% | -7.3% | -9.5% |
| YTD | -2.6% | -4.6% | +2.0% | -4.1% |
| 1Y | +1.5% | +17.6% | -16.1% | -2.1% |
| 3Y | +21.6% | +58.6% | -37.1% | +12.4% |
| 5Y | +23.5% | +270.9% | -247.4% | +7.0% |
| 10Y | +178.9% | +569.1% | -390.1% | +130.0% |
| All | +4,070.4% | +424.3% | +3,646.2% | +2,560.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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