+241.1%
SBUX vs RNG
+309.1%
-68.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -2.8% | +11.4% | -14.2% | -4.5% |
| 3M | +8.2% | +72.1% | -63.9% | -1.1% |
| 6M | +4.3% | +67.9% | -63.7% | -5.2% |
| YTD | +23.3% | +144.3% | -121.0% | +4.5% |
| 1Y | +24.3% | +117.5% | -93.2% | +6.9% |
| 3Y | +15.5% | +123.9% | -108.4% | -4.5% |
| 5Y | -2.7% | -70.1% | +67.4% | +2.0% |
| 10Y | +128.8% | +215.9% | -87.0% | +64.4% |
| All | +241.1% | +309.1% | -68.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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