+977.4%
SBUX vs DLR
+3,595.7%
-2,618.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.7% |
| 30D | -0.9% | -3.4% | +2.5% | +0.3% |
| 3M | +11.6% | +0.5% | +11.1% | +10.6% |
| 6M | +8.8% | +4.6% | +4.2% | +6.0% |
| YTD | +26.3% | +23.4% | +2.9% | +15.5% |
| 1Y | +23.1% | +19.0% | +4.1% | +13.6% |
| 3Y | +15.0% | +56.5% | -41.6% | -6.6% |
| 5Y | +0.4% | +33.3% | -33.0% | -15.4% |
| 10Y | +130.7% | +165.1% | -34.5% | +41.9% |
| All | +977.4% | +3,595.7% | -2,618.3% | +164.6% |
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 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