+15.0%
SBUX vs DG
+7.4%
+7.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.7% | -2.1% |
| 7D | -3.9% | -2.5% | -1.4% | -3.7% |
| 30D | -2.8% | +1.0% | -3.8% | -2.9% |
| 3M | +8.2% | +20.3% | -12.1% | +6.8% |
| 6M | +4.3% | -11.7% | +16.0% | +4.7% |
| YTD | +23.3% | -2.3% | +25.7% | +23.2% |
| 1Y | +24.3% | +20.0% | +4.3% | +22.7% |
| All | +15.0% | +7.4% | +7.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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