+61.6%
DDOG vs YUM
+5.7%
+55.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.4% |
| 7D | -10.1% | -2.0% | -8.1% | -11.0% |
| 30D | -24.8% | -1.1% | -23.7% | -24.9% |
| 3M | -12.6% | +1.8% | -14.4% | -11.2% |
| 6M | +79.9% | -4.7% | +84.7% | +77.4% |
| YTD | +56.6% | +0.6% | +56.0% | +58.9% |
| 1Y | +61.6% | +6.4% | +55.2% | +68.7% |
| All | +61.6% | +5.7% | +55.9% | +68.7% |
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