-73.2%
DOCS vs YUM
+25.6%
-98.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.4% | -2.0% | +0.6% | -0.4% |
| 30D | +21.8% | -1.1% | +22.9% | +22.3% |
| 3M | +27.3% | +1.8% | +25.5% | +25.5% |
| 6M | -0.3% | -4.7% | +4.4% | +1.2% |
| YTD | -40.5% | +0.6% | -41.1% | -42.2% |
| 1Y | -61.5% | +6.4% | -67.9% | -64.2% |
| 3Y | +8.2% | +22.6% | -14.4% | -15.2% |
| All | -73.2% | +25.6% | -98.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling