+398.6%
ZS vs YUM
+98.6%
+300.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | -3.1% | -6.1% | +3.0% | -1.1% |
| 30D | -7.2% | -5.8% | -1.4% | -5.6% |
| 3M | +30.5% | -7.6% | +38.1% | +33.1% |
| 6M | +7.0% | -9.1% | +16.1% | +9.5% |
| YTD | -26.8% | -5.5% | -21.3% | -26.8% |
| 1Y | -42.6% | -3.7% | -38.9% | -43.3% |
| 3Y | -0.3% | +17.8% | -18.1% | -10.6% |
| 5Y | -39.2% | +19.3% | -58.5% | -46.2% |
| All | +398.6% | +98.6% | +300.0% | +279.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling