+6,748.8%
SBUX vs RL
+1,549.7%
+5,199.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +0.2% | -4.4% | +4.5% | +1.5% |
| 30D | +19.1% | +5.6% | +13.5% | +17.1% |
| 3M | +3.6% | -0.6% | +4.3% | +3.7% |
| 6M | +5.1% | +15.5% | -10.3% | -0.5% |
| YTD | +32.9% | +12.3% | +20.5% | +26.2% |
| 1Y | +30.4% | +19.3% | +11.1% | +21.5% |
| 3Y | +13.0% | +255.5% | -242.6% | -27.0% |
| 5Y | +10.5% | +247.1% | -236.5% | -29.5% |
| 10Y | +152.8% | +346.0% | -193.3% | +35.6% |
| All | +6,748.8% | +1,549.7% | +5,199.1% | +2,348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling