-5.9%
DASH vs YUM
+69.0%
-74.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.8% | +2.0% | -4.8% | -4.0% |
| 30D | -9.3% | +10.6% | -19.9% | -15.0% |
| 3M | -15.1% | +10.8% | -25.9% | -20.7% |
| 6M | +8.7% | +6.5% | +2.2% | +3.8% |
| YTD | -21.3% | +7.5% | -28.7% | -26.3% |
| 1Y | -12.7% | +10.2% | -22.8% | -20.1% |
| 3Y | +103.8% | +34.8% | +69.0% | +43.8% |
| 5Y | -16.8% | +40.0% | -56.8% | -45.8% |
| All | -5.9% | +69.0% | -74.9% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling