-5.2%
SBUX vs RGEN
-44.3%
+39.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.6% |
| 7D | -6.3% | -4.6% | -1.7% | -5.5% |
| 30D | -3.9% | +1.2% | -5.0% | -4.2% |
| 3M | +3.3% | +26.8% | -23.5% | -1.3% |
| 6M | +1.4% | +29.1% | -27.6% | -4.0% |
| YTD | +21.0% | +0.7% | +20.2% | +19.6% |
| 1Y | +22.4% | +39.1% | -16.6% | +13.5% |
| 3Y | +13.2% | +2.2% | +11.0% | +6.8% |
| 5Y | -5.2% | -44.0% | +38.8% | -12.5% |
| All | -5.2% | -44.3% | +39.1% | -12.5% |
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