+21.8%
YUM vs DAR
-6.7%
+28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | -0.1% | +6.4% | -6.5% | -0.9% |
| 3M | -4.3% | +13.2% | -17.5% | -5.9% |
| 6M | -8.7% | +26.2% | -34.9% | -11.6% |
| YTD | -3.5% | +84.4% | -87.9% | -11.1% |
| 1Y | +0.5% | +112.0% | -111.6% | -9.4% |
| 3Y | +20.5% | +13.4% | +7.2% | +16.4% |
| 5Y | +21.8% | -6.0% | +27.8% | +18.5% |
| All | +21.8% | -6.7% | +28.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling