-0.2%
DASH vs YUM
+26.6%
-26.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.7% |
| 7D | -11.2% | -1.7% | -9.5% | -10.0% |
| 30D | -7.3% | -0.8% | -6.5% | -6.9% |
| 3M | +31.4% | +1.5% | +30.0% | +29.2% |
| 6M | +11.9% | -6.1% | +18.0% | +16.5% |
| YTD | -11.5% | -0.2% | -11.3% | -13.4% |
| 1Y | -20.0% | +2.5% | -22.5% | -24.3% |
| 3Y | +143.9% | +24.6% | +119.3% | +68.9% |
| 5Y | -0.2% | +25.7% | -25.9% | -38.5% |
| All | -0.2% | +26.6% | -26.8% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling