+3,609.2%
DLR vs YUM
+1,295.5%
+2,313.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +2.9% | -3.6% | +6.5% | +4.6% |
| 30D | -1.2% | +0.4% | -1.5% | -1.6% |
| 3M | +2.9% | -3.8% | +6.7% | +4.2% |
| 6M | +6.7% | -8.3% | +15.0% | +10.2% |
| YTD | +23.9% | -2.6% | +26.5% | +24.1% |
| 1Y | +18.6% | +1.5% | +17.1% | +15.7% |
| 3Y | +59.7% | +21.6% | +38.1% | +39.7% |
| 5Y | +42.1% | +23.5% | +18.5% | +22.6% |
| 10Y | +176.7% | +178.9% | -2.2% | +48.9% |
| All | +3,609.2% | +1,295.5% | +2,313.7% | +624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling