+165.5%
YUM vs ROP
+135.6%
+29.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -4.6% | -1.5% | -4.2% |
| 30D | -5.8% | -1.7% | -4.1% | -5.2% |
| 3M | -7.6% | +17.1% | -24.7% | -14.2% |
| 6M | -9.1% | +10.9% | -20.0% | -13.9% |
| YTD | -5.5% | -12.1% | +6.6% | -1.4% |
| 1Y | -3.7% | -24.2% | +20.5% | +7.4% |
| 3Y | +17.8% | -20.4% | +38.2% | +26.8% |
| 5Y | +19.3% | -15.4% | +34.6% | +23.0% |
| All | +165.5% | +135.6% | +29.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling