-7.3%
DIS vs YUM
+0.9%
-8.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | -1.3% | -5.2% | +3.9% | -0.1% |
| 30D | +2.2% | -0.1% | +2.3% | +2.3% |
| 3M | +8.1% | -4.3% | +12.4% | +8.9% |
| 6M | +5.2% | -8.7% | +14.0% | +6.8% |
| YTD | -6.3% | -3.5% | -2.8% | -5.8% |
| 1Y | -7.3% | +0.5% | -7.7% | -7.0% |
| All | -7.3% | +0.9% | -8.2% | -7.0% |
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