+70.5%
DOCN vs YUM
+65.4%
+5.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.6% |
| 7D | -19.2% | +3.7% | -22.8% | -20.5% |
| 30D | -43.1% | +14.8% | -57.9% | -46.5% |
| 3M | -40.7% | +6.4% | -47.1% | -42.8% |
| 6M | -55.0% | +4.3% | -59.3% | -56.6% |
| YTD | +50.6% | +8.1% | +42.5% | +39.6% |
| 1Y | +54.0% | +11.3% | +42.7% | +39.3% |
| 3Y | +203.9% | +35.1% | +168.8% | +114.0% |
| 5Y | -29.4% | +39.9% | -69.2% | -53.4% |
| All | +70.5% | +65.4% | +5.2% | +13.8% |
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