+110.9%
DT vs YUM
+46.5%
+64.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -4.9% | -1.7% | -3.2% | -4.0% |
| 30D | +2.7% | -0.8% | +3.5% | +2.8% |
| 3M | +20.0% | +1.5% | +18.5% | +18.3% |
| 6M | +28.0% | -6.1% | +34.1% | +31.0% |
| YTD | +16.0% | -0.2% | +16.3% | +13.8% |
| 1Y | +0.7% | +2.5% | -1.8% | -3.4% |
| 3Y | +6.2% | +24.6% | -18.4% | -12.5% |
| 5Y | -28.1% | +25.7% | -53.8% | -41.7% |
| All | +110.9% | +46.5% | +64.3% | +75.3% |
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