+84.2%
DOCN vs YUM
+65.1%
+19.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.1% |
| 7D | -12.8% | +2.1% | -14.9% | -13.7% |
| 30D | -41.9% | +11.1% | -53.0% | -44.7% |
| 3M | -36.9% | +7.3% | -44.2% | -39.4% |
| 6M | -52.2% | +6.9% | -59.2% | -54.5% |
| YTD | +62.7% | +7.9% | +54.8% | +50.9% |
| 1Y | +58.2% | +10.0% | +48.3% | +44.3% |
| 3Y | +219.5% | +36.7% | +182.7% | +121.8% |
| 5Y | -32.9% | +40.2% | -73.1% | -55.7% |
| All | +84.2% | +65.1% | +19.1% | +23.0% |
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 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