+2,581.0%
SBUX vs RCAT
-100.0%
+2,681.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 6M | +8.8% | -43.2% | +52.0% | +8.8% |
| YTD | +26.3% | +5.5% | +20.8% | +26.2% |
| 1Y | +23.1% | -1.6% | +24.8% | +23.0% |
| 3Y | +15.0% | +773.7% | -758.7% | +14.5% |
| 5Y | +0.4% | +187.6% | -187.3% | 0.0% |
| 10Y | +130.7% | -98.5% | +229.1% | +131.0% |
| All | +2,581.0% | -100.0% | +2,681.0% | +2,769.2% |
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