+4,671.7%
YUM vs DECK
+21,314.5%
-16,642.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +7.5% | +6.0% | +1.4% | +6.8% |
| 30D | +18.8% | +7.4% | +11.3% | +17.9% |
| 3M | +9.6% | -11.7% | +21.2% | +10.9% |
| 6M | +9.0% | -11.0% | +20.0% | +10.0% |
| YTD | +11.4% | -15.4% | +26.8% | +12.7% |
| 1Y | +13.3% | +7.2% | +6.1% | +11.7% |
| 3Y | +39.3% | -11.8% | +51.2% | +36.6% |
| 5Y | +44.2% | +24.3% | +19.8% | +34.3% |
| 10Y | +231.7% | +907.5% | -675.8% | +146.5% |
| All | +4,671.7% | +21,314.5% | -16,642.8% | +2,615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling