-99.6%
DFNS vs YUM
+15.9%
-115.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.9% | -24.3% | -18.5% |
| 7D | -27.7% | +10.8% | -38.4% | -28.6% |
| 30D | -58.0% | +21.4% | -79.4% | -59.0% |
| 3M | -94.0% | +13.2% | -107.2% | -94.1% |
| 6M | -94.6% | +8.8% | -103.4% | -94.1% |
| YTD | -99.4% | +11.5% | -111.0% | -99.4% |
| 1Y | -99.6% | +13.4% | -113.0% | -99.6% |
| All | -99.6% | +15.9% | -115.6% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling