+31.9%
DIS vs YUM
+215.4%
-183.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +9.2% | +10.0% | -0.8% | +3.9% |
| 3M | +13.5% | +7.5% | +6.0% | +9.1% |
| 6M | +14.3% | +8.8% | +5.5% | +8.5% |
| YTD | +5.4% | +8.2% | -2.8% | -0.2% |
| 1Y | +12.2% | +9.8% | +2.3% | +5.2% |
| 3Y | +37.2% | +36.4% | +0.7% | +11.3% |
| 5Y | -23.1% | +41.7% | -64.8% | -39.7% |
| All | +31.9% | +215.4% | -183.6% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling