-99.9%
DFNS vs YUM
+21.6%
-121.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.2% |
| 7D | -3.3% | -5.2% | +1.9% | -5.6% |
| 30D | -73.1% | -0.1% | -73.0% | -72.9% |
| 3M | -71.4% | -4.3% | -67.1% | -72.0% |
| 6M | -93.8% | -8.7% | -85.1% | -94.1% |
| YTD | -98.0% | -3.5% | -94.6% | -98.1% |
| 1Y | -98.2% | +0.5% | -98.6% | -98.1% |
| 3Y | -99.9% | +20.5% | -120.4% | -99.9% |
| 5Y | -99.9% | +21.8% | -121.7% | -99.8% |
| All | -99.9% | +21.6% | -121.5% | -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 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