+106.3%
DAL vs YUM
+26.6%
+79.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +3.4% | -1.7% | +5.0% | +4.2% |
| 30D | -13.6% | -0.8% | -12.7% | -13.4% |
| 3M | +1.2% | +1.5% | -0.2% | -0.2% |
| 6M | +34.5% | -6.1% | +40.6% | +37.8% |
| YTD | +14.7% | -0.2% | +14.9% | +13.6% |
| 1Y | +29.2% | +2.5% | +26.8% | +25.6% |
| 3Y | +100.0% | +24.6% | +75.4% | +64.4% |
| 5Y | +106.3% | +25.7% | +80.7% | +58.6% |
| All | +106.3% | +26.6% | +79.7% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling