+10.6%
YUM vs DOC
+23.5%
-12.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.5% |
| 7D | +2.1% | +5.9% | -3.8% | +1.0% |
| 30D | +11.1% | +10.3% | +0.8% | +9.0% |
| 3M | +7.3% | -2.2% | +9.5% | +7.3% |
| 6M | +6.9% | +8.2% | -1.3% | +5.6% |
| YTD | +7.9% | +35.4% | -27.5% | +2.6% |
| All | +10.6% | +23.5% | -12.9% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling