+11.3%
SBUX vs RDW
+241.5%
-230.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -5.5% | +0.9% | -6.3% | -5.6% |
| 30D | -8.5% | -21.3% | +12.8% | -7.2% |
| 3M | -2.9% | -37.9% | +35.0% | -0.4% |
| 6M | -1.5% | +12.3% | -13.8% | -5.3% |
| YTD | +19.4% | +39.7% | -20.4% | +11.0% |
| 1Y | +22.9% | +25.7% | -2.7% | +13.9% |
| 3Y | +11.3% | +230.8% | -219.5% | -6.9% |
| All | +11.3% | +241.5% | -230.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling