+43,351.9%
SBUX vs DD
+1,278.6%
+42,073.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.6% | +5.0% | -3.4% | -0.3% |
| 30D | +14.8% | +19.7% | -4.9% | +7.1% |
| 3M | -0.8% | +7.2% | -8.0% | -3.7% |
| 6M | +2.2% | +1.0% | +1.2% | +1.0% |
| YTD | +29.5% | +29.1% | +0.4% | +15.8% |
| 1Y | +27.0% | +28.5% | -1.5% | +13.8% |
| 3Y | +10.9% | +89.4% | -78.5% | -16.5% |
| 5Y | +7.4% | +67.1% | -59.7% | -16.2% |
| 10Y | +146.3% | +97.5% | +48.8% | +67.1% |
| All | +43,351.9% | +1,278.6% | +42,073.3% | +14,159.3% |
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