+158.1%
DASH vs YUM
+25.2%
+132.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -10.6% | -2.0% | -8.5% | -10.0% |
| 30D | +2.2% | -1.1% | +3.2% | +2.4% |
| 3M | +32.3% | +1.8% | +30.5% | +31.6% |
| 6M | +19.1% | -4.7% | +23.9% | +20.5% |
| YTD | -6.5% | +0.6% | -7.1% | -7.1% |
| 1Y | -14.9% | +6.4% | -21.3% | -17.0% |
| All | +158.1% | +25.2% | +132.9% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling