+4,208.2%
YUM vs DOC
+633.2%
+3,574.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -2.0% | -1.5% | -0.6% | -1.6% |
| 30D | -1.1% | -4.8% | +3.7% | +0.4% |
| 3M | +1.8% | +6.9% | -5.1% | -0.4% |
| 6M | -4.7% | +20.7% | -25.5% | -10.9% |
| YTD | +0.6% | +34.1% | -33.6% | -9.2% |
| 1Y | +6.4% | +22.6% | -16.2% | -1.4% |
| 3Y | +22.6% | +20.8% | +1.8% | +12.1% |
| 5Y | +26.0% | -24.9% | +50.8% | +32.5% |
| 10Y | +174.6% | -1.8% | +176.4% | +151.4% |
| All | +4,208.2% | +633.2% | +3,574.9% | +1,934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling