+40.2%
YUM vs DECK
+30.0%
+10.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.7% |
| 7D | +2.1% | +6.4% | -4.3% | +1.3% |
| 30D | +11.1% | +9.1% | +2.0% | +9.9% |
| 3M | +7.3% | -7.2% | +14.5% | +8.0% |
| 6M | +6.9% | -9.9% | +16.9% | +7.8% |
| YTD | +7.9% | -12.8% | +20.7% | +8.8% |
| 1Y | +10.0% | +10.6% | -0.6% | +7.8% |
| 3Y | +36.7% | -13.8% | +50.5% | +28.8% |
| 5Y | +40.2% | +27.6% | +12.6% | +13.9% |
| All | +40.2% | +30.0% | +10.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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