+6,411.0%
SBUX vs RL
+1,366.2%
+5,044.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.9% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -0.9% | -7.8% | +6.9% | +1.4% |
| 3M | +11.6% | -4.0% | +15.6% | +12.5% |
| 6M | +8.8% | -1.9% | +10.7% | +8.0% |
| YTD | +26.3% | -0.2% | +26.5% | +24.5% |
| 1Y | +23.1% | +10.7% | +12.5% | +17.3% |
| 3Y | +15.0% | +210.8% | -195.8% | -22.6% |
| 5Y | +0.4% | +238.2% | -237.9% | -35.8% |
| 10Y | +130.7% | +313.4% | -182.7% | +26.6% |
| All | +6,411.0% | +1,366.2% | +5,044.9% | +2,314.9% |
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