+12.2%
DIS vs YUM
+9.4%
+2.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.2% | +10.0% | -0.8% | +6.4% |
| 3M | +13.5% | +7.5% | +6.0% | +11.3% |
| 6M | +14.3% | +8.8% | +5.5% | +11.2% |
| YTD | +5.4% | +8.2% | -2.8% | +2.4% |
| 1Y | +12.2% | +9.8% | +2.3% | +8.2% |
| All | +12.2% | +9.4% | +2.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling