+9.5%
DVN vs YUM
+17.9%
-8.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +4.5% | -6.1% | +10.6% | +4.9% |
| 30D | +12.0% | -5.8% | +17.8% | +12.4% |
| 3M | +13.4% | -7.6% | +21.0% | +14.0% |
| 6M | +12.1% | -9.1% | +21.3% | +12.7% |
| YTD | +38.8% | -5.5% | +44.3% | +38.0% |
| 1Y | +46.0% | -3.7% | +49.7% | +44.5% |
| 3Y | +9.5% | +17.8% | -8.3% | +3.1% |
| All | +9.5% | +17.9% | -8.4% | +3.1% |
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 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