+20.0%
YUM vs DVA
+46.8%
-26.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | -1.3% | -4.7% | -5.9% |
| 30D | -5.8% | 0.0% | -5.9% | -5.8% |
| 3M | -7.6% | -10.9% | +3.3% | -6.9% |
| 6M | -9.1% | +17.3% | -26.4% | -11.4% |
| YTD | -5.5% | +59.8% | -65.3% | -11.2% |
| 1Y | -3.7% | +36.3% | -40.0% | -8.0% |
| 3Y | +17.8% | +88.6% | -70.8% | +7.5% |
| All | +20.0% | +46.8% | -26.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling