+4,671.7%
YUM vs DOC
+621.9%
+4,049.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +7.5% | +6.2% | +1.2% | +5.5% |
| 30D | +18.8% | +6.5% | +12.3% | +16.5% |
| 3M | +9.6% | -6.2% | +15.8% | +11.7% |
| 6M | +9.0% | +25.6% | -16.6% | +0.8% |
| YTD | +11.4% | +32.1% | -20.7% | +1.0% |
| 1Y | +13.3% | +20.3% | -7.0% | +5.8% |
| 3Y | +39.3% | +42.7% | -3.4% | +21.1% |
| 5Y | +44.2% | -22.2% | +66.3% | +49.9% |
| 10Y | +231.7% | +16.5% | +215.2% | +188.0% |
| All | +4,671.7% | +621.9% | +4,049.8% | +2,163.7% |
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