+123.9%
SBUX vs ROK
+357.9%
-234.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.1% |
| 7D | -5.5% | -1.2% | -4.2% | -5.0% |
| 30D | -8.5% | -4.8% | -3.7% | -6.8% |
| 3M | -2.9% | -6.1% | +3.2% | -1.2% |
| 6M | -1.5% | +15.5% | -17.0% | -8.3% |
| YTD | +19.4% | +11.2% | +8.2% | +12.4% |
| 1Y | +22.9% | +23.8% | -0.9% | +10.5% |
| 3Y | +11.3% | +53.1% | -41.8% | -11.9% |
| 5Y | -6.9% | +48.3% | -55.1% | -27.5% |
| All | +123.9% | +357.9% | -234.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling