+274.3%
SBUX vs JD
+48.3%
+226.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -3.1% | -1.7% | -1.5% | -2.9% |
| 30D | -0.9% | -13.2% | +12.3% | +1.4% |
| 3M | +11.6% | -3.2% | +14.8% | +11.9% |
| 6M | +8.8% | +15.2% | -6.4% | +5.6% |
| YTD | +26.3% | +2.0% | +24.3% | +25.1% |
| 1Y | +23.1% | -5.4% | +28.5% | +23.2% |
| 3Y | +15.0% | -9.1% | +24.1% | +11.8% |
| 5Y | +0.4% | -59.6% | +60.0% | +6.3% |
| 10Y | +130.7% | +26.2% | +104.4% | +89.6% |
| All | +274.3% | +48.3% | +226.0% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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