+57.3%
DIA vs YUM
+20.4%
+36.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -3.0% | -5.2% | +2.2% | -1.9% |
| 30D | -3.0% | -0.1% | -2.9% | -3.1% |
| 3M | +4.5% | -4.3% | +8.8% | +5.2% |
| 6M | +9.8% | -8.7% | +18.5% | +11.7% |
| YTD | +9.3% | -3.5% | +12.8% | +9.5% |
| 1Y | +16.0% | +0.5% | +15.5% | +14.8% |
| All | +57.3% | +20.4% | +36.9% | +47.2% |
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