+1.6%
SBUX vs RL
+238.1%
-236.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -0.9% | -7.8% | +6.9% | +1.6% |
| 3M | +11.6% | -4.0% | +15.6% | +12.5% |
| 6M | +8.8% | -1.9% | +10.7% | +7.8% |
| YTD | +26.3% | -0.2% | +26.5% | +24.2% |
| 1Y | +23.1% | +10.7% | +12.5% | +16.3% |
| 3Y | +15.0% | +210.8% | -195.8% | -28.9% |
| All | +1.6% | +238.1% | -236.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling