+690.8%
YUM vs DG
+560.3%
+130.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.0% |
| 7D | -3.6% | -4.8% | +1.3% | -2.7% |
| 30D | +0.4% | +1.8% | -1.4% | 0.0% |
| 3M | -3.8% | +14.5% | -18.3% | -6.3% |
| 6M | -8.3% | -13.6% | +5.3% | -6.4% |
| YTD | -2.6% | -4.8% | +2.2% | -2.5% |
| 1Y | +1.5% | +21.6% | -20.1% | -3.2% |
| 3Y | +21.6% | +4.5% | +17.1% | +15.2% |
| 5Y | +23.5% | -38.5% | +62.0% | +29.3% |
| 10Y | +178.9% | +102.2% | +76.7% | +115.1% |
| All | +690.8% | +560.3% | +130.5% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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