-6.4%
SBUX vs ROK
+44.8%
-51.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -6.2% | -1.6% | -4.6% | -5.7% |
| 30D | -6.4% | -5.4% | -1.0% | -4.7% |
| 3M | +1.0% | -4.0% | +5.0% | +1.7% |
| 6M | -0.4% | +13.3% | -13.7% | -6.0% |
| YTD | +20.0% | +9.3% | +10.6% | +14.1% |
| 1Y | +22.8% | +25.8% | -3.0% | +10.6% |
| 3Y | +12.3% | +49.1% | -36.8% | -8.5% |
| 5Y | -6.4% | +45.9% | -52.3% | -27.4% |
| All | -6.4% | +44.8% | -51.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling