-6.4%
SBUX vs OMC
+31.0%
-37.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -6.2% | -6.2% | 0.0% | -4.4% |
| 30D | -6.4% | -7.6% | +1.1% | -4.3% |
| 3M | +1.0% | +7.4% | -6.4% | -1.9% |
| 6M | -0.4% | +0.1% | -0.5% | -1.2% |
| YTD | +20.0% | +0.4% | +19.5% | +18.0% |
| 1Y | +22.8% | +7.8% | +15.0% | +16.8% |
| 3Y | +12.3% | +11.8% | +0.5% | +1.4% |
| 5Y | -6.4% | +32.5% | -38.8% | -25.9% |
| All | -6.4% | +31.0% | -37.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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