+4,173.9%
YUM vs RVTY
+1,556.7%
+2,617.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -1.7% | +0.4% | -2.0% | -1.8% |
| 30D | -0.8% | +10.8% | -11.7% | -3.1% |
| 3M | +1.5% | +26.8% | -25.3% | -3.9% |
| 6M | -6.1% | +39.3% | -45.4% | -13.3% |
| YTD | -0.2% | +31.6% | -31.8% | -7.1% |
| 1Y | +2.5% | +47.7% | -45.2% | -7.3% |
| 3Y | +24.6% | +19.9% | +4.7% | +15.2% |
| 5Y | +25.7% | -32.3% | +58.0% | +29.7% |
| 10Y | +179.7% | +138.4% | +41.3% | +116.2% |
| All | +4,173.9% | +1,556.7% | +2,617.1% | +2,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling