+104.3%
DAL vs YUM
+215.4%
-111.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +12.8% | +10.0% | +2.9% | +6.1% |
| 3M | -5.3% | +7.5% | -12.8% | -10.1% |
| 6M | +22.4% | +8.8% | +13.6% | +14.3% |
| YTD | +25.6% | +8.2% | +17.4% | +17.1% |
| 1Y | +45.5% | +9.8% | +35.7% | +34.1% |
| 3Y | +161.0% | +36.4% | +124.5% | +95.6% |
| 5Y | +112.2% | +41.7% | +70.6% | +53.1% |
| All | +104.3% | +215.4% | -111.1% | -20.8% |
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