-3.7%
YUM vs ROP
-23.7%
+20.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -4.6% | -1.5% | -5.7% |
| 30D | -5.8% | -1.7% | -4.1% | -5.6% |
| 3M | -7.6% | +17.1% | -24.7% | -8.9% |
| 6M | -9.1% | +10.9% | -20.0% | -10.2% |
| YTD | -5.5% | -12.1% | +6.6% | -3.6% |
| 1Y | -3.7% | -24.2% | +20.5% | -0.2% |
| All | -3.7% | -23.7% | +20.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling