+11.8%
SBUX vs DE
+75.2%
-63.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -6.2% | -2.4% | -3.9% | -5.6% |
| 30D | -6.4% | +9.7% | -16.1% | -9.1% |
| 3M | +1.0% | +21.4% | -20.3% | -5.5% |
| 6M | -0.4% | +15.0% | -15.4% | -5.5% |
| YTD | +20.0% | +46.4% | -26.5% | +2.5% |
| 1Y | +22.8% | +45.6% | -22.9% | +4.8% |
| All | +11.8% | +75.2% | -63.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling