+116.4%
YUM vs DOCU
+104.2%
+12.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | +3.7% | -5.5% | +9.2% | +4.1% |
| 30D | +14.8% | +12.6% | +2.2% | +13.8% |
| 3M | +6.4% | +36.4% | -30.0% | +3.8% |
| 6M | +4.3% | +66.8% | -62.5% | -0.1% |
| YTD | +8.1% | +13.5% | -5.4% | +6.4% |
| 1Y | +11.3% | +11.3% | 0.0% | +9.6% |
| 3Y | +35.1% | +92.1% | -56.9% | +24.1% |
| 5Y | +39.9% | -71.0% | +110.9% | +43.4% |
| All | +116.4% | +104.2% | +12.1% | +57.4% |
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