+123.0%
YUM vs DOCU
+107.7%
+15.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | 0.0% |
| 7D | +7.5% | -3.2% | +10.7% | +7.7% |
| 30D | +18.8% | +15.7% | +3.1% | +17.5% |
| 3M | +9.6% | +37.3% | -27.7% | +6.8% |
| 6M | +9.0% | +63.1% | -54.1% | +4.6% |
| YTD | +11.4% | +15.4% | -4.0% | +9.5% |
| 1Y | +13.3% | +11.3% | +2.0% | +11.7% |
| 3Y | +39.3% | +92.1% | -52.7% | +28.0% |
| 5Y | +44.2% | -70.5% | +114.7% | +47.6% |
| All | +123.0% | +107.7% | +15.3% | +62.0% |
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