-5.2%
SBUX vs DLR
+40.9%
-46.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -6.3% | +2.9% | -9.2% | -7.1% |
| 30D | -3.9% | -1.2% | -2.7% | -3.6% |
| 3M | +3.3% | +2.9% | +0.4% | +1.8% |
| 6M | +1.4% | +6.7% | -5.2% | -1.3% |
| YTD | +21.0% | +23.9% | -2.9% | +12.0% |
| 1Y | +22.4% | +18.6% | +3.8% | +14.5% |
| 3Y | +13.2% | +59.7% | -46.5% | -6.7% |
| 5Y | -5.2% | +42.1% | -47.2% | -17.6% |
| All | -5.2% | +40.9% | -46.1% | -17.6% |
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