+4,173.9%
YUM vs DRI
+6,165.1%
-1,991.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -1.7% | -1.2% | -0.4% | -1.2% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +1.5% | +9.5% | -8.1% | -2.3% |
| 6M | -6.1% | +6.5% | -12.6% | -8.8% |
| YTD | -0.2% | +18.4% | -18.6% | -7.1% |
| 1Y | +2.5% | +4.2% | -1.7% | -0.2% |
| 3Y | +24.6% | +57.1% | -32.5% | +1.8% |
| 5Y | +25.7% | +70.4% | -44.8% | -2.2% |
| 10Y | +179.7% | +354.0% | -174.3% | +31.9% |
| All | +4,173.9% | +6,165.1% | -1,991.2% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling