+7,573.1%
SBUX vs RMBS
+1,363.4%
+6,209.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.5% |
| 7D | -3.9% | +3.0% | -6.9% | -4.2% |
| 30D | -2.8% | -14.4% | +11.6% | -1.2% |
| 3M | +8.2% | -42.8% | +51.0% | +14.3% |
| 6M | +4.3% | -1.4% | +5.6% | +2.0% |
| YTD | +23.3% | -5.4% | +28.8% | +20.4% |
| 1Y | +24.3% | +18.6% | +5.7% | +17.1% |
| 3Y | +15.5% | +57.3% | -41.8% | +2.2% |
| 5Y | -2.7% | +265.7% | -268.4% | -22.5% |
| 10Y | +128.8% | +546.0% | -417.2% | +68.9% |
| All | +7,573.1% | +1,363.4% | +6,209.7% | +3,708.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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