+23.1%
SBUX vs RCAT
-2.3%
+25.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -0.9% | -3.3% | +2.5% | -0.9% |
| 3M | +11.6% | -43.2% | +54.8% | +12.3% |
| 6M | +8.8% | -43.2% | +52.0% | +9.1% |
| YTD | +26.3% | +5.5% | +20.8% | +25.9% |
| 1Y | +23.1% | -1.6% | +24.8% | +20.9% |
| All | +23.1% | -2.3% | +25.5% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling