+52.4%
JD vs YUM
+279.9%
-227.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +4.6% | +10.0% | -5.4% | -0.2% |
| 3M | -4.7% | +7.5% | -12.2% | -8.4% |
| 6M | -17.4% | +8.8% | -26.1% | -21.6% |
| YTD | +0.7% | +8.2% | -7.5% | -4.7% |
| 1Y | -5.9% | +9.8% | -15.7% | -11.8% |
| 3Y | +18.9% | +36.4% | -17.6% | -1.7% |
| 5Y | -62.9% | +41.7% | -104.6% | -69.9% |
| 10Y | +32.5% | +217.5% | -185.0% | -27.5% |
| All | +52.4% | +279.9% | -227.5% | -45.3% |
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