-99.9%
DFNS vs YUM
+17.9%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -4.0% |
| 7D | -6.3% | -6.1% | -0.3% | -10.5% |
| 30D | -74.0% | -5.8% | -68.1% | -74.6% |
| 3M | -70.1% | -7.6% | -62.5% | -72.2% |
| 6M | -93.9% | -9.1% | -84.8% | -94.4% |
| YTD | -98.1% | -5.5% | -92.6% | -98.2% |
| 1Y | -98.3% | -3.7% | -94.6% | -98.3% |
| 3Y | -99.9% | +17.8% | -117.7% | -99.8% |
| All | -99.9% | +17.9% | -117.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling