+1,115.2%
DIA vs YUM
+4,531.7%
-3,416.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.1% | -1.7% | +1.7% | +0.6% |
| 30D | -2.1% | -0.8% | -1.2% | -2.0% |
| 3M | +4.2% | +1.5% | +2.7% | +3.3% |
| 6M | +11.9% | -6.1% | +18.0% | +13.6% |
| YTD | +10.8% | -0.2% | +11.1% | +10.1% |
| 1Y | +17.5% | +2.5% | +15.0% | +15.4% |
| 3Y | +59.9% | +24.6% | +35.3% | +45.8% |
| 5Y | +64.1% | +25.7% | +38.5% | +48.6% |
| 10Y | +246.2% | +179.7% | +66.5% | +141.2% |
| All | +1,115.2% | +4,531.7% | -3,416.5% | +310.2% |
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 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