+152.8%
SBUX vs DAR
+290.1%
-137.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.1% | -1.4% |
| 7D | +0.2% | +3.6% | -3.4% | -0.8% |
| 30D | +19.1% | -11.3% | +30.3% | +22.5% |
| 3M | +3.6% | -13.1% | +16.7% | +6.8% |
| 6M | +5.1% | -15.1% | +20.2% | +8.5% |
| YTD | +32.9% | +50.5% | -17.6% | +16.2% |
| 1Y | +30.4% | +57.9% | -27.5% | +12.3% |
| 3Y | +13.0% | +28.9% | -16.0% | -1.3% |
| 5Y | +10.5% | -31.4% | +42.0% | +11.8% |
| 10Y | +152.8% | +301.0% | -148.3% | +42.6% |
| All | +152.8% | +290.1% | -137.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling