-6.7%
SBUX vs DTE
+30.3%
-37.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -5.5% | -2.6% | -2.9% | -4.6% |
| 30D | -8.5% | -4.4% | -4.1% | -7.0% |
| 3M | -2.9% | -8.3% | +5.4% | +0.2% |
| 6M | -1.5% | -8.1% | +6.5% | +1.3% |
| YTD | +19.4% | +4.4% | +15.0% | +16.5% |
| 1Y | +22.9% | +0.2% | +22.8% | +21.9% |
| 3Y | +11.3% | +42.6% | -31.3% | -6.1% |
| All | -6.7% | +30.3% | -37.0% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling