+100.0%
DAL vs YUM
+23.7%
+76.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +3.4% | -1.7% | +5.0% | +3.8% |
| 30D | -13.6% | -0.8% | -12.7% | -13.4% |
| 3M | +1.2% | +1.5% | -0.2% | +0.6% |
| 6M | +34.5% | -6.1% | +40.6% | +36.1% |
| YTD | +14.7% | -0.2% | +14.9% | +14.5% |
| 1Y | +29.2% | +2.5% | +26.8% | +28.5% |
| 3Y | +100.0% | +24.6% | +75.4% | +87.7% |
| All | +100.0% | +23.7% | +76.3% | +87.7% |
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