+12.8%
SBUX vs RGEN
+2.1%
+10.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.7% |
| 7D | -6.3% | -4.6% | -1.7% | -5.7% |
| 30D | -3.9% | +1.2% | -5.0% | -4.1% |
| 3M | +3.3% | +26.8% | -23.5% | -0.3% |
| 6M | +1.4% | +29.1% | -27.6% | -2.7% |
| YTD | +21.0% | +0.7% | +20.2% | +20.2% |
| 1Y | +22.4% | +39.1% | -16.6% | +15.5% |
| All | +12.8% | +2.1% | +10.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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