+215.3%
YUM vs DOC
+23.6%
+191.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.7% | +1.0% | -4.7% | -4.0% |
| 30D | +9.2% | +8.1% | +1.0% | +6.5% |
| 3M | +11.2% | +0.9% | +10.3% | +10.9% |
| 6M | +7.7% | +6.3% | +1.4% | +5.4% |
| YTD | +7.5% | +33.8% | -26.3% | -3.0% |
| 1Y | +8.3% | +21.6% | -13.3% | +0.8% |
| 3Y | +34.8% | +53.4% | -18.6% | +14.0% |
| 5Y | +41.6% | -21.0% | +62.6% | +48.4% |
| 10Y | +215.3% | +22.5% | +192.8% | +177.8% |
| All | +215.3% | +23.6% | +191.7% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling