+13.0%
DLR vs YUM
+15.9%
-2.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.4% | +2.0% |
| 7D | +2.8% | +10.8% | -7.9% | +1.9% |
| 30D | +2.8% | +21.4% | -18.6% | +1.1% |
| 3M | -4.0% | +13.2% | -17.2% | -5.1% |
| 6M | -5.6% | +8.8% | -14.4% | -6.4% |
| YTD | +21.9% | +11.5% | +10.4% | +21.4% |
| 1Y | +13.0% | +13.4% | -0.3% | +13.3% |
| All | +13.0% | +15.9% | -2.9% | +13.3% |
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