-5.5%
DDOG vs SBUX
+9.2%
-14.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -19.1% | +4.9% | -24.0% | -21.1% |
| 30D | -39.2% | +21.2% | -60.3% | -44.6% |
| 3M | -31.6% | +5.7% | -37.3% | -33.9% |
| 6M | -10.9% | +6.0% | -16.9% | -14.3% |
| YTD | +31.2% | +32.9% | -1.8% | +10.9% |
| 1Y | -10.7% | +33.3% | -44.0% | -24.9% |
| 3Y | +72.1% | +13.0% | +59.1% | +55.5% |
| 5Y | -5.5% | +8.8% | -14.3% | -18.9% |
| All | -5.5% | +9.2% | -14.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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