+7.6%
SBUX vs RGEN
-37.9%
+45.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +16.6% | -5.1% | +21.7% | +17.5% |
| 3M | -0.6% | +0.5% | -1.1% | -1.2% |
| 6M | +1.8% | +46.6% | -44.8% | -5.9% |
| YTD | +29.7% | +1.6% | +28.1% | +27.4% |
| 1Y | +26.1% | +5.4% | +20.7% | +22.9% |
| 3Y | +10.3% | +12.8% | -2.6% | +1.6% |
| 5Y | +7.6% | -35.6% | +43.2% | -2.2% |
| All | +7.6% | -37.9% | +45.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling