-1.5%
SBUX vs NRG
-25.9%
+24.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -5.5% | -4.7% | -0.8% | -5.5% |
| 30D | -8.5% | -6.0% | -2.5% | -8.4% |
| 3M | -2.9% | -8.0% | +5.0% | -3.4% |
| 6M | -1.5% | -23.2% | +21.6% | -2.3% |
| All | -1.5% | -25.9% | +24.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 6mo: compounded portfolio wealth divided by compounded NRG 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…
6mo analysis · Full analysis span regression · 6 months rolling