+105.9%
YUM vs DBX
+20.9%
+85.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -5.2% | -1.8% | -3.4% | -5.0% |
| 30D | -0.1% | +2.8% | -2.9% | -0.6% |
| 3M | -4.3% | +26.8% | -31.0% | -7.9% |
| 6M | -8.7% | +32.8% | -41.5% | -13.2% |
| YTD | -3.5% | +26.1% | -29.6% | -7.5% |
| 1Y | +0.5% | +14.1% | -13.7% | -2.4% |
| 3Y | +20.5% | +25.7% | -5.2% | +13.1% |
| 5Y | +21.8% | +11.2% | +10.7% | +14.1% |
| All | +105.9% | +20.9% | +85.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling