+1,145.9%
DELL vs YUM
+19.0%
+1,127.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.1% | +14.1% | +12.5% |
| 7D | +8.2% | -6.1% | +14.3% | +9.8% |
| 30D | +17.1% | -5.8% | +22.9% | +18.6% |
| 3M | +45.2% | -7.6% | +52.8% | +47.3% |
| 6M | +286.8% | -9.1% | +295.9% | +292.8% |
| YTD | +354.8% | -5.5% | +360.3% | +355.2% |
| 1Y | +358.3% | -3.7% | +362.0% | +353.3% |
| 3Y | +724.9% | +17.8% | +707.1% | +608.6% |
| All | +1,145.9% | +19.0% | +1,127.0% | +910.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling