+50.6%
DDOG vs SBUX
-1.1%
+51.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.2% |
| 7D | -6.1% | -3.9% | -2.2% | -4.4% |
| 30D | -10.1% | -2.8% | -7.3% | -9.1% |
| 3M | -9.3% | +8.2% | -17.5% | -12.8% |
| 6M | +67.2% | +4.3% | +62.9% | +61.5% |
| YTD | +54.6% | +23.3% | +31.3% | +36.4% |
| 1Y | +54.1% | +24.3% | +29.8% | +33.8% |
| 3Y | +115.3% | +15.5% | +99.8% | +82.6% |
| 5Y | +50.6% | -2.7% | +53.3% | +30.9% |
| All | +50.6% | -1.1% | +51.7% | +30.9% |
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