+11.3%
SBUX vs DTE
+43.4%
-32.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -5.5% | -2.6% | -2.9% | -4.8% |
| 30D | -8.5% | -4.4% | -4.1% | -7.4% |
| 3M | -2.9% | -8.3% | +5.4% | -0.7% |
| 6M | -1.5% | -8.1% | +6.5% | +0.5% |
| YTD | +19.4% | +4.4% | +15.0% | +17.3% |
| 1Y | +22.9% | +0.2% | +22.8% | +22.1% |
| 3Y | +11.3% | +42.6% | -31.3% | -1.0% |
| All | +11.3% | +43.4% | -32.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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