+183.5%
DAL vs YUM
+35.3%
+148.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.4% | +5.3% |
| 7D | +10.0% | +2.1% | +8.0% | +9.5% |
| 30D | +12.0% | +11.1% | +0.9% | +9.5% |
| 3M | +0.8% | +7.3% | -6.5% | -0.9% |
| 6M | +26.2% | +6.9% | +19.3% | +23.9% |
| YTD | +33.7% | +7.9% | +25.8% | +31.2% |
| 1Y | +57.6% | +10.0% | +47.6% | +54.0% |
| 3Y | +183.5% | +36.7% | +146.8% | +163.8% |
| All | +183.5% | +35.3% | +148.2% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling