+111.9%
DOCN vs YUM
+63.5%
+48.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +27.4% | -4.1% | +31.5% | +29.3% |
| 30D | -29.7% | +8.4% | -38.1% | -32.4% |
| 3M | -32.5% | +6.5% | -39.0% | -35.0% |
| 6M | -42.2% | +5.3% | -47.4% | -44.5% |
| YTD | +87.2% | +6.9% | +80.3% | +74.2% |
| 1Y | +86.2% | +8.7% | +77.5% | +70.7% |
| 3Y | +257.4% | +34.1% | +223.3% | +151.8% |
| 5Y | -27.4% | +39.9% | -67.3% | -51.9% |
| All | +111.9% | +63.5% | +48.4% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling