+242.2%
ZETA vs YUM
+36.0%
+206.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.1% |
| 7D | -0.1% | -3.6% | +3.5% | +1.9% |
| 30D | +10.5% | +0.4% | +10.1% | +9.7% |
| 3M | +44.3% | -3.8% | +48.1% | +46.2% |
| 6M | +59.4% | -8.3% | +67.7% | +65.3% |
| YTD | +49.5% | -2.6% | +52.1% | +47.3% |
| 1Y | +62.7% | +1.5% | +61.2% | +54.4% |
| 3Y | +274.6% | +21.6% | +253.0% | +202.1% |
| 5Y | +349.3% | +23.5% | +325.8% | +232.8% |
| All | +242.2% | +36.0% | +206.2% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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