-2.9%
SBUX vs RGTI
+53.1%
-56.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -6.4% | -16.2% | +9.8% | -6.0% |
| 3M | +1.0% | -22.0% | +23.1% | +1.5% |
| 6M | -0.4% | -10.8% | +10.4% | -0.9% |
| YTD | +20.0% | -31.6% | +51.5% | +20.1% |
| 1Y | +22.8% | -6.4% | +29.1% | +20.7% |
| 3Y | +12.3% | +665.7% | -653.4% | -3.5% |
| 5Y | -6.4% | +55.6% | -62.0% | -11.2% |
| All | -2.9% | +53.1% | -56.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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