-3.7%
YUM vs RVMD
+375.0%
-378.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -3.0% | -3.1% | -6.1% |
| 30D | -5.8% | -0.7% | -5.1% | -5.9% |
| 3M | -7.6% | +36.5% | -44.2% | -7.9% |
| 6M | -9.1% | +104.6% | -113.8% | -9.7% |
| YTD | -5.5% | +155.8% | -161.4% | -5.3% |
| 1Y | -3.7% | +340.7% | -344.4% | -2.9% |
| All | -3.7% | +375.0% | -378.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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