+17.8%
YUM vs DTE
+43.4%
-25.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -6.1% | -2.6% | -3.5% | -5.2% |
| 30D | -5.8% | -4.4% | -1.4% | -4.3% |
| 3M | -7.6% | -8.3% | +0.7% | -4.7% |
| 6M | -9.1% | -8.1% | -1.1% | -6.5% |
| YTD | -5.5% | +4.4% | -9.9% | -7.3% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.1% |
| 3Y | +17.8% | +42.6% | -24.8% | +4.3% |
| All | +17.8% | +43.4% | -25.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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