+12.8%
SBUX vs DT
+6.3%
+6.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -6.3% | -0.5% | -5.7% | -6.2% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +3.3% | +24.1% | -20.8% | -0.6% |
| 6M | +1.4% | +30.1% | -28.7% | -4.0% |
| YTD | +21.0% | +16.8% | +4.2% | +17.1% |
| 1Y | +22.4% | -0.1% | +22.5% | +23.1% |
| All | +12.8% | +6.3% | +6.5% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling