+28.5%
SBUX vs DT
+103.5%
-75.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | -0.9% | +2.0% | -2.9% | -1.6% |
| 3M | +11.6% | +20.0% | -8.4% | +6.1% |
| 6M | +8.8% | +39.3% | -30.5% | -1.5% |
| YTD | +26.3% | +19.8% | +6.6% | +18.3% |
| 1Y | +23.1% | +4.3% | +18.9% | +19.2% |
| 3Y | +15.0% | +7.7% | +7.3% | +8.1% |
| 5Y | +0.4% | -26.8% | +27.2% | -1.4% |
| All | +28.5% | +103.5% | -75.0% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling