+29.5%
YUM vs BTDR
+15.3%
+14.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | -0.1% | +32.7% | -32.8% | -0.6% |
| 3M | -4.3% | -28.4% | +24.1% | -4.1% |
| 6M | -8.7% | +51.7% | -60.4% | -9.7% |
| YTD | -3.5% | +2.9% | -6.3% | -4.1% |
| 1Y | +0.5% | -15.5% | +15.9% | -0.3% |
| 3Y | +20.5% | 0.0% | +20.5% | +16.2% |
| 5Y | +21.8% | +16.5% | +5.4% | +21.6% |
| All | +29.5% | +15.3% | +14.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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