-35.7%
DOW vs YUM
+17.9%
-53.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -1.4% | -6.1% | +4.7% | +0.4% |
| 30D | -3.9% | -5.8% | +1.9% | -2.4% |
| 3M | -12.7% | -7.6% | -5.0% | -11.0% |
| 6M | -13.7% | -9.1% | -4.5% | -12.0% |
| YTD | +28.4% | -5.5% | +33.9% | +28.3% |
| 1Y | +21.8% | -3.7% | +25.5% | +20.6% |
| 3Y | -35.7% | +17.8% | -53.5% | -42.4% |
| All | -35.7% | +17.9% | -53.6% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling