+17.8%
YUM vs XPO
+151.0%
-133.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -5.7% | -0.4% | -5.6% |
| 30D | -5.8% | -12.8% | +7.0% | -4.8% |
| 3M | -7.6% | -20.0% | +12.3% | -6.0% |
| 6M | -9.1% | -6.0% | -3.1% | -8.9% |
| YTD | -5.5% | +34.0% | -39.6% | -8.8% |
| 1Y | -3.7% | +35.6% | -39.3% | -7.4% |
| 3Y | +17.8% | +152.3% | -134.5% | +6.1% |
| All | +17.8% | +151.0% | -133.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling