+40.1%
YUM vs ROIV
+380.3%
-340.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +10.0% | +17.6% | -7.6% | +8.9% |
| 3M | +7.5% | +9.0% | -1.5% | +6.7% |
| 6M | +8.8% | +35.3% | -26.5% | +6.5% |
| YTD | +8.2% | +82.2% | -74.0% | +3.7% |
| 1Y | +9.8% | +92.3% | -82.4% | +4.8% |
| 3Y | +36.4% | +336.8% | -300.3% | +23.1% |
| All | +40.1% | +380.3% | -340.2% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling