+165.5%
YUM vs RRC
+4.9%
+160.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -6.1% | -1.8% | -4.3% | -6.0% |
| 30D | -5.8% | +2.7% | -8.5% | -6.0% |
| 3M | -7.6% | +8.8% | -16.5% | -8.1% |
| 6M | -9.1% | -1.2% | -8.0% | -9.2% |
| YTD | -5.5% | +17.6% | -23.1% | -6.5% |
| 1Y | -3.7% | +18.4% | -22.1% | -4.8% |
| 3Y | +17.8% | +33.1% | -15.3% | +15.0% |
| 5Y | +19.3% | +148.2% | -128.9% | +11.5% |
| All | +165.5% | +4.9% | +160.7% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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