+40.1%
YUM vs DOC
-21.4%
+61.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +10.0% | +7.7% | +2.2% | +7.8% |
| 3M | +7.5% | -2.0% | +9.5% | +8.0% |
| 6M | +8.8% | +5.9% | +2.9% | +7.0% |
| YTD | +8.2% | +31.8% | -23.6% | -0.3% |
| 1Y | +9.8% | +22.5% | -12.7% | +3.4% |
| 3Y | +36.4% | +54.7% | -18.3% | +17.6% |
| All | +40.1% | -21.4% | +61.5% | +56.0% |
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