+418.2%
DAL vs YUM
+884.5%
-466.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.4% | +5.4% |
| 7D | +10.0% | +2.1% | +8.0% | +8.4% |
| 30D | +12.0% | +11.1% | +0.9% | +3.8% |
| 3M | +0.8% | +7.3% | -6.5% | -5.0% |
| 6M | +26.2% | +6.9% | +19.3% | +18.3% |
| YTD | +33.7% | +7.9% | +25.8% | +23.8% |
| 1Y | +57.6% | +10.0% | +47.6% | +43.6% |
| 3Y | +183.5% | +36.7% | +146.8% | +108.9% |
| 5Y | +114.2% | +40.2% | +74.0% | +54.2% |
| 10Y | +128.1% | +210.6% | -82.5% | -13.4% |
| All | +418.2% | +884.5% | -466.3% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling