+10.2%
YUM vs DOC
+22.2%
-12.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.0% | +4.3% | -2.3% | +1.2% |
| 30D | +10.6% | +9.2% | +1.5% | +8.8% |
| 3M | +10.8% | -0.8% | +11.6% | +10.7% |
| 6M | +6.5% | +7.1% | -0.6% | +5.4% |
| YTD | +7.5% | +34.0% | -26.5% | +2.4% |
| 1Y | +10.2% | +23.2% | -13.0% | +8.5% |
| All | +10.2% | +22.2% | -12.1% | +8.5% |
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