+171.2%
YUM vs RY
+377.5%
-206.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.2% | -2.9% | -2.3% | -3.8% |
| 30D | -0.1% | -2.0% | +1.9% | +0.9% |
| 3M | -4.3% | +4.9% | -9.1% | -6.9% |
| 6M | -8.7% | +26.1% | -34.8% | -19.5% |
| YTD | -3.5% | +22.4% | -25.9% | -13.7% |
| 1Y | +0.5% | +44.7% | -44.3% | -18.0% |
| 3Y | +20.5% | +155.7% | -135.1% | -29.4% |
| 5Y | +21.8% | +137.7% | -115.9% | -26.7% |
| All | +171.2% | +377.5% | -206.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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