+44,419.7%
SBUX vs DOC
+1,511.2%
+42,908.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.6% |
| 7D | +6.3% | +8.7% | -2.4% | +3.2% |
| 30D | +16.2% | +7.6% | +8.5% | +13.1% |
| 3M | +5.1% | -5.3% | +10.4% | +7.0% |
| 6M | +5.7% | +27.6% | -21.9% | -4.1% |
| YTD | +32.6% | +32.4% | +0.2% | +18.3% |
| 1Y | +41.3% | +22.9% | +18.5% | +29.6% |
| 3Y | +15.2% | +43.1% | -27.9% | -1.9% |
| 5Y | +10.1% | -21.4% | +31.5% | +15.3% |
| 10Y | +158.0% | +16.8% | +141.2% | +123.5% |
| All | +44,419.7% | +1,511.2% | +42,908.5% | +17,833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling