+22.7%
DIS vs YUM
+177.1%
-154.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.0% |
| 7D | -1.3% | -5.2% | +3.9% | +1.5% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | +8.1% | -4.3% | +12.4% | +10.0% |
| 6M | +5.2% | -8.7% | +14.0% | +9.5% |
| YTD | -6.3% | -3.5% | -2.8% | -5.7% |
| 1Y | -7.3% | +0.5% | -7.7% | -9.1% |
| 3Y | +33.8% | +20.5% | +13.3% | +15.9% |
| 5Y | -40.7% | +21.8% | -62.5% | -49.4% |
| All | +22.7% | +177.1% | -154.5% | -25.2% |
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 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