+125.0%
SBUX vs DD
+67.0%
+58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -6.2% | -2.9% | -3.3% | -5.1% |
| 30D | -6.4% | -11.5% | +5.1% | -1.9% |
| 3M | +1.0% | -5.4% | +6.4% | +2.9% |
| 6M | -0.4% | -6.9% | +6.5% | +1.3% |
| YTD | +20.0% | +6.9% | +13.1% | +15.1% |
| 1Y | +22.8% | +35.6% | -12.9% | +6.4% |
| 3Y | +12.3% | +42.5% | -30.2% | -7.3% |
| 5Y | -6.4% | +58.5% | -64.9% | -27.3% |
| All | +125.0% | +67.0% | +58.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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