+248.4%
YUM vs RNG
+301.7%
-53.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | -6.1% | 0.0% | -5.6% |
| 30D | -5.8% | +9.6% | -15.4% | -6.6% |
| 3M | -7.6% | +83.3% | -91.0% | -12.7% |
| 6M | -9.1% | +77.9% | -87.1% | -14.4% |
| YTD | -5.5% | +139.9% | -145.4% | -14.1% |
| 1Y | -3.7% | +121.7% | -125.4% | -12.1% |
| 3Y | +17.8% | +121.9% | -104.1% | +5.2% |
| 5Y | +19.3% | -68.4% | +87.6% | +23.8% |
| 10Y | +170.7% | +220.0% | -49.3% | +94.9% |
| All | +248.4% | +301.7% | -53.3% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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