+4,235.3%
DE vs YUM
+4,087.9%
+147.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -0.4% |
| 30D | +9.7% | -0.1% | +9.8% | +9.7% |
| 3M | +21.4% | -4.3% | +25.6% | +22.9% |
| 6M | +15.0% | -8.7% | +23.7% | +18.3% |
| YTD | +46.4% | -3.5% | +49.9% | +47.2% |
| 1Y | +45.6% | +0.5% | +45.2% | +43.7% |
| 3Y | +76.8% | +20.5% | +56.2% | +60.5% |
| 5Y | +99.4% | +21.8% | +77.6% | +79.2% |
| 10Y | +864.6% | +176.5% | +688.0% | +530.4% |
| All | +4,235.3% | +4,087.9% | +147.5% | +1,114.7% |
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