+39.0%
DVN vs YUM
+15.9%
+23.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.9% | -13.3% | -5.3% |
| 7D | -13.9% | +10.8% | -24.7% | -11.0% |
| 30D | -8.0% | +21.4% | -29.5% | -2.7% |
| 3M | +0.8% | +13.2% | -12.4% | +5.0% |
| 6M | -12.8% | +8.8% | -21.5% | -9.1% |
| YTD | +22.7% | +11.5% | +11.2% | +25.0% |
| 1Y | +39.0% | +13.4% | +25.6% | +43.0% |
| All | +39.0% | +15.9% | +23.1% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling