+20.0%
YUM vs DLTR
+30.4%
-10.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | -10.1% | +4.0% | -4.9% |
| 30D | -5.8% | -8.1% | +2.3% | -5.0% |
| 3M | -7.6% | +2.9% | -10.5% | -8.0% |
| 6M | -9.1% | +4.3% | -13.5% | -10.0% |
| YTD | -5.5% | -3.9% | -1.6% | -5.5% |
| 1Y | -3.7% | +18.9% | -22.6% | -6.0% |
| 3Y | +17.8% | +1.9% | +15.9% | +16.2% |
| All | +20.0% | +30.4% | -10.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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