+6,752.5%
SBUX vs RL
+1,573.0%
+5,179.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | +21.2% | +7.6% | +13.5% | +18.4% |
| 3M | +5.7% | -1.5% | +7.2% | +6.0% |
| 6M | +6.0% | +12.1% | -6.1% | +1.3% |
| YTD | +32.9% | +13.9% | +19.0% | +25.7% |
| 1Y | +33.3% | +20.7% | +12.6% | +23.7% |
| 3Y | +13.0% | +260.6% | -247.5% | -27.3% |
| 5Y | +8.8% | +248.9% | -240.0% | -30.7% |
| 10Y | +154.6% | +355.9% | -201.3% | +35.7% |
| All | +6,752.5% | +1,573.0% | +5,179.5% | +2,338.9% |
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