+13.4%
YUM vs DD
+49.3%
-36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.0% |
| 7D | +10.8% | +8.7% | +2.1% | +10.4% |
| 30D | +21.4% | +15.3% | +6.1% | +20.8% |
| 3M | +13.2% | +5.9% | +7.3% | +13.1% |
| 6M | +8.8% | +11.6% | -2.8% | +8.0% |
| YTD | +11.5% | +26.5% | -15.0% | +6.6% |
| 1Y | +13.4% | +35.4% | -22.0% | +6.6% |
| All | +13.4% | +49.3% | -36.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling