+459.9%
DDOG vs YUM
+48.6%
+411.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -6.1% | -1.7% | -4.4% | -5.6% |
| 30D | -10.1% | -0.8% | -9.3% | -10.2% |
| 3M | -9.3% | +1.5% | -10.7% | -10.2% |
| 6M | +67.2% | -6.1% | +73.3% | +69.1% |
| YTD | +54.6% | -0.2% | +54.8% | +51.9% |
| 1Y | +54.1% | +2.5% | +51.6% | +48.9% |
| 3Y | +115.3% | +24.6% | +90.7% | +88.4% |
| 5Y | +50.6% | +25.7% | +25.0% | +30.0% |
| All | +459.9% | +48.6% | +411.3% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling