+1,588.2%
SBUX vs NRG
+1,484.6%
+103.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -6.2% | -0.2% | -6.1% | -6.3% |
| 30D | -6.4% | -6.8% | +0.4% | -5.2% |
| 3M | +1.0% | -7.1% | +8.2% | +1.6% |
| 6M | -0.4% | -27.6% | +27.2% | +5.2% |
| YTD | +20.0% | -29.2% | +49.2% | +26.6% |
| 1Y | +22.8% | -29.9% | +52.7% | +29.2% |
| 3Y | +12.3% | +198.7% | -186.4% | -20.9% |
| 5Y | -6.4% | +192.9% | -199.3% | -35.0% |
| 10Y | +126.5% | +1,084.1% | -957.7% | +7.8% |
| All | +1,588.2% | +1,484.6% | +103.7% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling