+2,708.5%
SBUX vs RCAT
-100.0%
+2,808.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.6% | +3.8% |
| 7D | +4.8% | +1.1% | +3.7% | +4.8% |
| 30D | +20.6% | -22.0% | +42.6% | +20.6% |
| 3M | +4.3% | -51.1% | +55.4% | +4.3% |
| 6M | +5.5% | -56.6% | +62.1% | +5.6% |
| YTD | +32.3% | -43.3% | +75.6% | +32.3% |
| 1Y | +31.2% | -51.5% | +82.7% | +31.2% |
| 3Y | +14.8% | +411.4% | -396.6% | +14.4% |
| 5Y | +8.0% | +74.4% | -66.5% | +7.6% |
| 10Y | +148.7% | -99.6% | +248.3% | +149.2% |
| All | +2,708.5% | -100.0% | +2,808.5% | +2,907.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling