+415.5%
DAL vs YUM
+880.4%
-464.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.3% | -3.7% | +6.0% | +5.0% |
| 30D | +14.3% | +9.2% | +5.1% | +7.3% |
| 3M | +1.3% | +11.2% | -9.9% | -7.0% |
| 6M | +29.3% | +7.7% | +21.6% | +20.6% |
| YTD | +33.0% | +7.5% | +25.5% | +23.6% |
| 1Y | +59.8% | +8.3% | +51.5% | +47.3% |
| 3Y | +177.2% | +34.8% | +142.4% | +106.5% |
| 5Y | +118.4% | +41.6% | +76.7% | +56.0% |
| 10Y | +121.4% | +215.3% | -93.9% | -16.9% |
| All | +415.5% | +880.4% | -464.9% | -41.4% |
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