+3.0%
SBUX vs DOCS
-51.8%
+54.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +1.7% | -0.8% | +2.4% | +1.8% |
| 30D | +12.6% | +17.4% | -4.8% | +10.7% |
| 3M | +0.8% | +57.4% | -56.5% | -4.8% |
| 6M | +0.2% | +26.5% | -26.4% | -3.6% |
| YTD | +27.4% | -26.6% | +54.0% | +30.2% |
| 1Y | +31.5% | -48.1% | +79.5% | +39.9% |
| 3Y | +9.3% | +52.6% | -43.4% | -4.5% |
| All | +3.0% | -51.8% | +54.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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