-38.7%
DOCS vs YUM
+51.3%
-89.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.5% |
| 7D | -0.8% | +3.7% | -4.5% | -2.5% |
| 30D | +17.4% | +14.8% | +2.6% | +9.7% |
| 3M | +57.4% | +6.4% | +51.0% | +52.2% |
| 6M | +26.5% | +4.3% | +22.2% | +23.2% |
| YTD | -26.6% | +8.1% | -34.7% | -31.2% |
| 1Y | -48.1% | +11.3% | -59.3% | -52.3% |
| 3Y | +52.6% | +35.1% | +17.5% | +13.2% |
| 5Y | -52.1% | +39.9% | -92.0% | -66.9% |
| All | -38.7% | +51.3% | -89.9% | -58.0% |
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