+11,019.6%
SBUX vs DVA
+5,166.5%
+5,853.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.2% |
| 7D | -6.3% | +2.0% | -8.3% | -6.6% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +3.3% | -7.7% | +10.9% | +4.2% |
| 6M | +1.4% | +20.0% | -18.5% | -2.7% |
| YTD | +21.0% | +61.1% | -40.1% | +9.6% |
| 1Y | +22.4% | +33.9% | -11.5% | +14.5% |
| 3Y | +13.2% | +91.5% | -78.3% | -1.9% |
| 5Y | -5.2% | +41.8% | -47.0% | -15.4% |
| 10Y | +128.3% | +187.5% | -59.2% | +76.5% |
| All | +11,019.6% | +5,166.5% | +5,853.1% | +5,866.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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