-6.7%
SBUX vs RJF
+104.0%
-110.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.4% |
| 30D | -8.5% | -4.3% | -4.2% | -6.9% |
| 3M | -2.9% | +15.7% | -18.6% | -8.7% |
| 6M | -1.5% | +17.8% | -19.3% | -8.4% |
| YTD | +19.4% | +9.2% | +10.2% | +14.2% |
| 1Y | +22.9% | +2.8% | +20.2% | +20.3% |
| 3Y | +11.3% | +69.5% | -58.2% | -13.4% |
| All | -6.7% | +104.0% | -110.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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