+42,297.2%
SBUX vs DD
+1,079.7%
+41,217.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -3.1% | -3.5% | +0.4% | -1.8% |
| 30D | -0.9% | -10.3% | +9.4% | +3.2% |
| 3M | +11.6% | -7.5% | +19.2% | +14.5% |
| 6M | +8.8% | -8.0% | +16.8% | +11.1% |
| YTD | +26.3% | +10.5% | +15.8% | +20.1% |
| 1Y | +23.1% | +38.3% | -15.1% | +7.0% |
| 3Y | +15.0% | +42.5% | -27.5% | -3.5% |
| 5Y | +0.4% | +60.2% | -59.8% | -20.5% |
| 10Y | +130.7% | +68.9% | +61.8% | +66.3% |
| All | +42,297.2% | +1,079.7% | +41,217.5% | +14,692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling