+4,070.4%
YUM vs DD
+488.7%
+3,581.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.7% |
| 7D | -3.6% | -3.8% | +0.2% | -2.5% |
| 30D | +0.4% | -9.2% | +9.6% | +3.2% |
| 3M | -3.8% | -9.0% | +5.2% | -1.4% |
| 6M | -8.3% | -5.0% | -3.3% | -7.7% |
| YTD | -2.6% | +7.4% | -10.0% | -5.9% |
| 1Y | +1.5% | +35.1% | -33.6% | -8.7% |
| 3Y | +21.6% | +43.2% | -21.6% | +4.8% |
| 5Y | +23.5% | +59.6% | -36.1% | +1.0% |
| 10Y | +178.9% | +66.5% | +112.4% | +110.3% |
| All | +4,070.4% | +488.7% | +3,581.7% | +1,708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling