+4,033.9%
YUM vs DLTR
+1,757.3%
+2,276.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.2% | -9.4% | +4.3% | -3.6% |
| 30D | -0.1% | -7.3% | +7.2% | +1.1% |
| 3M | -4.3% | +7.6% | -11.8% | -5.7% |
| 6M | -8.7% | +1.6% | -10.3% | -9.7% |
| YTD | -3.5% | -3.5% | 0.0% | -3.8% |
| 1Y | +0.5% | +20.0% | -19.6% | -3.9% |
| 3Y | +20.5% | +2.3% | +18.2% | +15.1% |
| 5Y | +21.8% | +31.5% | -9.7% | +8.4% |
| 10Y | +176.5% | +45.4% | +131.1% | +132.1% |
| All | +4,033.9% | +1,757.3% | +2,276.7% | +1,777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling