+114.1%
DT vs YUM
+38.8%
+75.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | -1.6% | -6.1% | +4.5% | +1.6% |
| 30D | +3.0% | -5.8% | +8.9% | +6.1% |
| 3M | +26.5% | -7.6% | +34.1% | +31.1% |
| 6M | +35.9% | -9.1% | +45.1% | +41.4% |
| YTD | +17.8% | -5.5% | +23.4% | +18.8% |
| 1Y | +4.1% | -3.7% | +7.8% | +3.1% |
| 3Y | +5.3% | +17.8% | -12.5% | -10.7% |
| 5Y | -27.2% | +19.3% | -46.4% | -39.3% |
| All | +114.1% | +38.8% | +75.4% | +83.1% |
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