+20.3%
YUM vs DRI
+52.8%
-32.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -5.2% | -4.8% | -0.4% | -4.0% |
| 30D | -0.1% | -5.2% | +5.1% | +1.2% |
| 3M | -4.3% | +2.7% | -7.0% | -5.1% |
| 6M | -8.7% | +3.6% | -12.3% | -9.9% |
| YTD | -3.5% | +15.4% | -18.9% | -7.3% |
| 1Y | +0.5% | +1.3% | -0.8% | -0.8% |
| All | +20.3% | +52.8% | -32.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling