+21.8%
YUM vs RVTY
-34.5%
+56.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | -5.2% | -7.4% | +2.2% | -3.9% |
| 30D | -0.1% | +4.5% | -4.6% | -0.9% |
| 3M | -4.3% | +19.5% | -23.8% | -7.5% |
| 6M | -8.7% | +34.1% | -42.8% | -14.1% |
| YTD | -3.5% | +25.3% | -28.7% | -8.4% |
| 1Y | +0.5% | +47.0% | -46.5% | -8.1% |
| 3Y | +20.5% | +14.1% | +6.4% | +13.7% |
| 5Y | +21.8% | -34.6% | +56.4% | +30.6% |
| All | +21.8% | -34.5% | +56.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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