+101.4%
YUM vs DOCU
+80.0%
+21.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -2.0% | +6.9% | -8.9% | -2.5% |
| 30D | -1.1% | +19.0% | -20.1% | -2.4% |
| 3M | +1.8% | +34.3% | -32.5% | -0.7% |
| 6M | -4.7% | +48.0% | -52.8% | -8.0% |
| YTD | +0.6% | 0.0% | +0.6% | 0.0% |
| 1Y | +6.4% | -10.3% | +16.7% | +6.5% |
| 3Y | +22.6% | +32.4% | -9.8% | +16.2% |
| 5Y | +26.0% | -77.9% | +103.9% | +31.9% |
| All | +101.4% | +80.0% | +21.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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