+4,070.4%
YUM vs RRC
+277.1%
+3,793.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -3.6% | -1.7% | -1.8% | -3.4% |
| 30D | +0.4% | +3.6% | -3.2% | +0.1% |
| 3M | -3.8% | +8.8% | -12.6% | -4.6% |
| 6M | -8.3% | +0.8% | -9.1% | -8.6% |
| YTD | -2.6% | +19.0% | -21.6% | -4.4% |
| 1Y | +1.5% | +22.9% | -21.4% | -0.8% |
| 3Y | +21.6% | +32.3% | -10.7% | +17.0% |
| 5Y | +23.5% | +151.6% | -128.1% | +9.4% |
| 10Y | +178.9% | +5.5% | +173.4% | +146.1% |
| All | +4,070.4% | +277.1% | +3,793.3% | +3,977.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling