-5.2%
SBUX vs DT
-28.0%
+22.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 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% | -2.1% |
| 6M | +1.4% | +30.1% | -28.7% | -5.9% |
| YTD | +21.0% | +16.8% | +4.2% | +14.7% |
| 1Y | +22.4% | -0.1% | +22.5% | +20.6% |
| 3Y | +13.2% | +6.8% | +6.4% | +7.2% |
| 5Y | -5.2% | -28.4% | +23.2% | -14.0% |
| All | -5.2% | -28.0% | +22.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling