+123.9%
SBUX vs DLTR
+45.3%
+78.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -10.1% | +4.6% | -3.4% |
| 30D | -8.5% | -8.1% | -0.3% | -6.9% |
| 3M | -2.9% | +2.9% | -5.8% | -3.7% |
| 6M | -1.5% | +4.3% | -5.9% | -3.3% |
| YTD | +19.4% | -3.9% | +23.3% | +19.2% |
| 1Y | +22.9% | +18.9% | +4.1% | +17.0% |
| 3Y | +11.3% | +1.9% | +9.4% | +6.2% |
| 5Y | -6.9% | +31.0% | -37.8% | -18.9% |
| All | +123.9% | +45.3% | +78.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling