+11.3%
YUM vs DOC
+20.9%
-9.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | +3.7% | +6.5% | -2.8% | +2.5% |
| 30D | +14.8% | +9.2% | +5.7% | +12.9% |
| 3M | +6.4% | -2.5% | +8.8% | +6.5% |
| 6M | +4.3% | +7.1% | -2.8% | +3.3% |
| YTD | +8.1% | +33.0% | -24.9% | +3.0% |
| 1Y | +11.3% | +23.3% | -12.0% | +9.5% |
| All | +11.3% | +20.9% | -9.6% | +9.5% |
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