+7,022.6%
DHR vs YUM
+4,000.0%
+3,022.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -3.6% | -6.1% | +2.4% | -1.6% |
| 30D | -2.7% | -5.8% | +3.1% | -0.8% |
| 3M | +10.9% | -7.6% | +18.6% | +13.5% |
| 6M | +3.0% | -9.1% | +12.2% | +5.9% |
| YTD | -12.2% | -5.5% | -6.7% | -11.1% |
| 1Y | +3.3% | -3.7% | +7.0% | +3.6% |
| 3Y | -8.2% | +17.8% | -26.0% | -14.6% |
| 5Y | -29.9% | +19.3% | -49.2% | -35.2% |
| 10Y | +208.5% | +170.7% | +37.8% | +112.3% |
| All | +7,022.6% | +4,000.0% | +3,022.6% | +1,914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling