+31.7%
SBUX vs DT
+75.7%
-44.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.6% | +3.1% | -1.6% | +0.8% |
| 30D | +14.8% | -29.5% | +44.4% | +23.9% |
| 3M | -0.8% | -11.7% | +10.9% | +1.1% |
| 6M | +2.2% | +29.0% | -26.8% | -5.9% |
| YTD | +29.5% | +3.4% | +26.1% | +24.5% |
| 1Y | +27.0% | -4.2% | +31.3% | +24.5% |
| 3Y | +10.9% | -12.8% | +23.8% | +9.2% |
| 5Y | +7.4% | -39.6% | +47.0% | +10.2% |
| All | +31.7% | +75.7% | -44.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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