+5.6%
SBUX vs DOC
-21.9%
+27.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.6% |
| 7D | +6.3% | +8.7% | -2.4% | +3.3% |
| 30D | +16.2% | +7.6% | +8.5% | +13.2% |
| 3M | +5.1% | -5.3% | +10.4% | +6.9% |
| 6M | +5.7% | +27.6% | -21.9% | -3.9% |
| YTD | +32.6% | +32.4% | +0.2% | +18.6% |
| 1Y | +41.3% | +22.9% | +18.5% | +30.0% |
| 3Y | +15.2% | +43.1% | -27.9% | -2.1% |
| All | +5.6% | -21.9% | +27.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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