+8.3%
SBUX vs DFNS
-100.0%
+108.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.8% | +3.8% |
| 7D | +4.8% | -42.8% | +47.6% | +4.7% |
| 30D | +20.6% | -67.6% | +88.1% | +20.4% |
| 3M | +4.3% | -94.9% | +99.1% | +3.8% |
| 6M | +5.5% | -96.7% | +102.2% | +5.5% |
| YTD | +32.3% | -99.6% | +131.9% | +31.8% |
| 1Y | +31.2% | -99.7% | +130.9% | +30.6% |
| 3Y | +14.8% | -100.0% | +114.8% | +18.6% |
| All | +8.3% | -100.0% | +108.3% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling