+49.1%
SBUX vs DFNS
-99.9%
+149.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.9% |
| 7D | -6.3% | +4.6% | -10.9% | -6.3% |
| 30D | -3.9% | -73.9% | +70.0% | -4.0% |
| 3M | +3.3% | -71.7% | +75.0% | +3.6% |
| 6M | +1.4% | -94.6% | +96.0% | +1.5% |
| YTD | +21.0% | -98.1% | +119.0% | +20.8% |
| 1Y | +22.4% | -98.3% | +120.7% | +22.3% |
| 3Y | +13.2% | -99.9% | +113.1% | +17.5% |
| 5Y | -5.2% | -99.9% | +94.7% | -2.1% |
| All | +49.1% | -99.9% | +149.0% | +54.5% |
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