+44.6%
DLR vs YUM
+19.0%
+25.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.5% |
| 7D | +0.1% | -6.1% | +6.2% | +2.4% |
| 30D | -4.3% | -5.8% | +1.5% | -2.4% |
| 3M | +3.8% | -7.6% | +11.5% | +6.3% |
| 6M | +5.8% | -9.1% | +15.0% | +8.9% |
| YTD | +23.5% | -5.5% | +29.1% | +24.9% |
| 1Y | +11.1% | -3.7% | +14.8% | +11.0% |
| 3Y | +57.9% | +17.8% | +40.1% | +38.0% |
| All | +44.6% | +19.0% | +25.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling