+132.8%
SBUX vs RL
+311.4%
-178.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.0% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | -2.8% | -12.2% | +9.4% | +0.9% |
| 3M | +8.2% | -6.6% | +14.8% | +10.0% |
| 6M | +4.3% | +3.2% | +1.1% | +1.9% |
| YTD | +23.3% | -1.3% | +24.6% | +22.0% |
| 1Y | +24.3% | +13.6% | +10.7% | +17.5% |
| 3Y | +15.5% | +210.9% | -195.4% | -22.1% |
| 5Y | -2.7% | +246.9% | -249.6% | -38.2% |
| All | +132.8% | +311.4% | -178.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling