+59.6%
SBUX vs DFNS
-100.0%
+159.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.2% |
| 7D | +1.6% | -6.0% | +7.5% | +1.6% |
| 30D | +14.8% | -71.2% | +86.0% | +14.6% |
| 3M | -0.8% | -94.5% | +93.7% | -1.2% |
| 6M | +2.2% | -96.5% | +98.8% | +2.2% |
| YTD | +29.5% | -99.6% | +129.1% | +29.0% |
| 1Y | +27.0% | -99.7% | +126.7% | +26.5% |
| 3Y | +10.9% | -100.0% | +110.9% | +15.0% |
| 5Y | +7.4% | -100.0% | +107.4% | +10.7% |
| All | +59.6% | -100.0% | +159.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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