+44.2%
YUM vs DOC
-22.1%
+66.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +7.5% | +6.2% | +1.2% | +5.8% |
| 30D | +18.8% | +6.5% | +12.3% | +16.8% |
| 3M | +9.6% | -6.2% | +15.8% | +11.3% |
| 6M | +9.0% | +25.6% | -16.6% | +2.3% |
| YTD | +11.4% | +32.1% | -20.7% | +2.6% |
| 1Y | +13.3% | +20.3% | -7.0% | +7.2% |
| 3Y | +39.3% | +42.7% | -3.4% | +23.4% |
| 5Y | +44.2% | -22.2% | +66.3% | +60.4% |
| All | +44.2% | -22.1% | +66.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling