+9.3%
SBUX vs REPL
+48.4%
-39.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.7% |
| 7D | +1.7% | +22.8% | -21.1% | +1.7% |
| 30D | +12.6% | +63.8% | -51.1% | +12.7% |
| 3M | +0.8% | +68.1% | -67.3% | +0.9% |
| 6M | +0.2% | +528.5% | -528.3% | +0.6% |
| YTD | +27.4% | +122.4% | -95.0% | +27.9% |
| 1Y | +31.5% | +154.4% | -122.9% | +32.0% |
| 3Y | +9.3% | +68.0% | -58.7% | +7.0% |
| All | +9.3% | +48.4% | -39.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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