+286.8%
DELL vs YUM
-10.4%
+297.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.1% | +14.1% | +11.2% |
| 7D | +8.2% | -6.1% | +14.3% | +6.1% |
| 30D | +17.1% | -5.8% | +22.9% | +15.0% |
| 3M | +45.2% | -7.6% | +52.8% | +41.4% |
| 6M | +286.8% | -9.1% | +295.9% | +274.3% |
| All | +286.8% | -10.4% | +297.2% | +274.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling