-12.2%
DASH vs YUM
+8.1%
-20.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.0% |
| 7D | -4.1% | -4.1% | 0.0% | -2.5% |
| 30D | -10.6% | +8.4% | -19.0% | -12.8% |
| 3M | -18.8% | +6.5% | -25.3% | -20.4% |
| 6M | +11.2% | +5.3% | +5.9% | +9.2% |
| YTD | -23.8% | +6.9% | -30.7% | -24.0% |
| 1Y | -12.2% | +8.7% | -20.9% | -12.0% |
| All | -12.2% | +8.1% | -20.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling