+21.8%
YUM vs ROP
-16.6%
+38.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.2% | -8.0% | +2.8% | -2.6% |
| 30D | -0.1% | -2.7% | +2.6% | +0.8% |
| 3M | -4.3% | +16.6% | -20.9% | -9.7% |
| 6M | -8.7% | +10.4% | -19.1% | -12.4% |
| YTD | -3.5% | -12.1% | +8.6% | +1.0% |
| 1Y | +0.5% | -23.6% | +24.1% | +11.5% |
| 3Y | +20.5% | -19.3% | +39.9% | +29.0% |
| 5Y | +21.8% | -15.4% | +37.2% | +23.4% |
| All | +21.8% | -16.6% | +38.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling