+20.0%
YUM vs DD
+56.1%
-36.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -3.5% | -2.6% | -5.3% |
| 30D | -5.8% | -11.7% | +5.8% | -3.3% |
| 3M | -7.6% | -9.2% | +1.6% | -5.8% |
| 6M | -9.1% | -7.2% | -2.0% | -8.3% |
| YTD | -5.5% | +6.6% | -12.1% | -8.3% |
| 1Y | -3.7% | +32.0% | -35.7% | -11.6% |
| 3Y | +17.8% | +42.1% | -24.3% | +4.1% |
| All | +20.0% | +56.1% | -36.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling