+1,004.2%
SBUX vs DLR
+3,455.1%
-2,450.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +1.6% | +3.3% | -1.8% | +0.3% |
| 30D | +14.8% | +4.6% | +10.2% | +12.8% |
| 3M | -0.8% | -8.3% | +7.5% | +2.0% |
| 6M | +2.2% | -5.6% | +7.9% | +3.3% |
| YTD | +29.5% | +18.7% | +10.7% | +19.7% |
| 1Y | +27.0% | +17.1% | +9.9% | +17.9% |
| 3Y | +10.9% | +54.4% | -43.4% | -9.5% |
| 5Y | +7.4% | +36.5% | -29.0% | -10.4% |
| 10Y | +146.3% | +187.7% | -41.4% | +46.6% |
| All | +1,004.2% | +3,455.1% | -2,450.9% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling