+4,173.9%
YUM vs DAR
+585.4%
+3,588.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -0.8% | +13.0% | -13.8% | -1.6% |
| 3M | +1.5% | +15.0% | -13.5% | +0.5% |
| 6M | -6.1% | +26.8% | -32.9% | -7.6% |
| YTD | -0.2% | +86.4% | -86.6% | -4.2% |
| 1Y | +2.5% | +115.1% | -112.6% | -2.6% |
| 3Y | +24.6% | +14.6% | +10.0% | +21.9% |
| 5Y | +25.7% | -8.8% | +34.4% | +23.7% |
| 10Y | +179.7% | +356.5% | -176.8% | +149.3% |
| All | +4,173.9% | +585.4% | +3,588.5% | +3,831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling