+158.9%
SBUX vs REPL
+36.1%
+122.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.1% |
| 7D | +0.2% | +5.3% | -5.1% | 0.0% |
| 30D | +19.1% | +66.6% | -47.6% | +17.3% |
| 3M | +3.6% | +59.6% | -55.9% | +2.1% |
| 6M | +5.1% | +482.4% | -477.2% | -2.9% |
| YTD | +32.9% | +124.1% | -91.2% | +24.1% |
| 1Y | +30.4% | +138.6% | -108.2% | +21.5% |
| 3Y | +13.0% | +96.0% | -83.1% | -7.5% |
| 5Y | +10.5% | -35.4% | +45.9% | -2.2% |
| All | +158.9% | +36.1% | +122.8% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling