+489.1%
DDOG vs YUM
+40.7%
+448.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +3.9% | -6.1% | +9.9% | +5.9% |
| 30D | -8.2% | -5.8% | -2.4% | -6.7% |
| 3M | -5.6% | -7.6% | +2.1% | -3.8% |
| 6M | +73.5% | -9.1% | +82.7% | +77.0% |
| YTD | +62.7% | -5.5% | +68.2% | +62.5% |
| 1Y | +59.0% | -3.7% | +62.7% | +56.7% |
| 3Y | +117.1% | +17.8% | +99.3% | +93.3% |
| 5Y | +61.3% | +19.3% | +42.0% | +41.4% |
| All | +489.1% | +40.7% | +448.4% | +410.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling