+58.8%
YUM vs ROIV
+232.7%
-173.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -2.0% | +0.6% | -2.7% | -2.1% |
| 30D | -1.1% | +1.0% | -2.0% | -1.2% |
| 3M | +1.8% | +18.3% | -16.5% | +0.8% |
| 6M | -4.7% | +18.3% | -23.1% | -5.8% |
| YTD | +0.6% | +61.0% | -60.4% | -2.4% |
| 1Y | +6.4% | +177.9% | -171.5% | +0.1% |
| 3Y | +22.6% | +199.1% | -176.5% | +14.0% |
| 5Y | +26.0% | +250.7% | -224.7% | +9.9% |
| All | +58.8% | +232.7% | -173.8% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling