+135.0%
DAL vs YUM
+174.3%
-39.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.3% |
| 7D | +0.8% | -3.6% | +4.3% | +3.1% |
| 30D | -11.7% | +0.4% | -12.1% | -12.3% |
| 3M | -2.7% | -3.8% | +1.0% | -1.2% |
| 6M | +30.7% | -8.3% | +38.9% | +36.7% |
| YTD | +14.4% | -2.6% | +17.0% | +14.6% |
| 1Y | +31.2% | +1.5% | +29.7% | +26.5% |
| 3Y | +99.4% | +21.6% | +77.9% | +61.6% |
| 5Y | +98.6% | +23.5% | +75.0% | +57.8% |
| 10Y | +135.0% | +178.9% | -44.0% | +5.0% |
| All | +135.0% | +174.3% | -39.3% | +5.0% |
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