+21.4%
YUM vs ROIV
+230.5%
-209.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -3.6% | +22.3% | -25.9% | -4.6% |
| 30D | +0.4% | +16.9% | -16.5% | -0.5% |
| 3M | -3.8% | +43.9% | -47.7% | -5.8% |
| 6M | -8.3% | +41.6% | -49.9% | -10.3% |
| YTD | -2.6% | +92.7% | -95.3% | -6.8% |
| 1Y | +1.5% | +210.2% | -208.7% | -6.3% |
| All | +21.4% | +230.5% | -209.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling