+17.8%
YUM vs DBX
+27.0%
-9.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -6.1% | +2.1% | -8.2% | -6.2% |
| 30D | -5.8% | +5.7% | -11.6% | -6.1% |
| 3M | -7.6% | +31.8% | -39.4% | -9.3% |
| 6M | -9.1% | +37.5% | -46.6% | -11.0% |
| YTD | -5.5% | +27.9% | -33.4% | -6.9% |
| 1Y | -3.7% | +15.0% | -18.8% | -4.3% |
| 3Y | +17.8% | +27.2% | -9.4% | +14.0% |
| All | +17.8% | +27.0% | -9.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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