-2.7%
SBUX vs RBA
+44.6%
-47.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | -2.8% | -13.2% | +10.4% | +0.7% |
| 3M | +8.2% | -21.4% | +29.6% | +14.3% |
| 6M | +4.3% | -20.9% | +25.1% | +9.7% |
| YTD | +23.3% | -19.9% | +43.2% | +28.8% |
| 1Y | +24.3% | -28.7% | +53.0% | +34.1% |
| 3Y | +15.5% | +27.4% | -12.0% | +5.3% |
| 5Y | -2.7% | +41.7% | -44.4% | -14.4% |
| All | -2.7% | +44.6% | -47.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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