+105.1%
DOCN vs YUM
+64.4%
+40.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +3.7% | -3.7% | +7.4% | +5.1% |
| 30D | -33.7% | +9.2% | -42.9% | -36.4% |
| 3M | -27.9% | +11.2% | -39.1% | -31.9% |
| 6M | -46.4% | +7.7% | -54.1% | -49.2% |
| YTD | +81.1% | +7.5% | +73.7% | +68.2% |
| 1Y | +74.3% | +8.3% | +66.0% | +60.5% |
| 3Y | +245.8% | +34.8% | +211.0% | +143.2% |
| 5Y | -23.7% | +41.6% | -65.3% | -49.6% |
| All | +105.1% | +64.4% | +40.6% | +37.1% |
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