+19.8%
DDOG vs YUM
+15.9%
+3.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.9% | -20.3% | -10.7% |
| 7D | -32.2% | +10.8% | -43.0% | -27.5% |
| 30D | -31.7% | +21.4% | -53.1% | -23.9% |
| 3M | -34.5% | +13.2% | -47.7% | -29.3% |
| 6M | +28.7% | +8.8% | +19.9% | +37.1% |
| YTD | +38.8% | +11.5% | +27.2% | +54.4% |
| 1Y | +19.8% | +13.4% | +6.4% | +35.5% |
| All | +19.8% | +15.9% | +3.9% | +35.5% |
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 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