+10.3%
SBUX vs DLR
+39.4%
-29.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.8% |
| 30D | +19.1% | +0.5% | +18.5% | +18.8% |
| 3M | +3.6% | -4.4% | +8.0% | +4.7% |
| 6M | +5.1% | -6.4% | +11.6% | +6.5% |
| YTD | +32.9% | +19.5% | +13.4% | +24.0% |
| 1Y | +30.4% | +10.5% | +19.9% | +24.7% |
| 3Y | +13.0% | +54.0% | -41.0% | -6.2% |
| All | +10.3% | +39.4% | -29.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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