+15.5%
SBUX vs DFNS
-99.9%
+115.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | -2.8% | -73.2% | +70.4% | -3.0% |
| 3M | +8.2% | -72.4% | +80.6% | +8.5% |
| 6M | +4.3% | -95.2% | +99.5% | +4.3% |
| YTD | +23.3% | -98.0% | +121.3% | +23.2% |
| 1Y | +24.3% | -98.3% | +122.5% | +24.2% |
| 3Y | +15.5% | -99.9% | +115.3% | +17.1% |
| All | +15.5% | -99.9% | +115.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling