+42,297.2%
SBUX vs ROK
+15,128.0%
+27,169.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -0.9% | -3.3% | +2.4% | +0.3% |
| 3M | +11.6% | -5.9% | +17.5% | +13.3% |
| 6M | +8.8% | +13.9% | -5.1% | +2.3% |
| YTD | +26.3% | +12.6% | +13.7% | +18.9% |
| 1Y | +23.1% | +28.6% | -5.5% | +9.9% |
| 3Y | +15.0% | +45.1% | -30.2% | -5.2% |
| 5Y | +0.4% | +45.6% | -45.2% | -19.0% |
| 10Y | +130.7% | +345.0% | -214.3% | +17.3% |
| All | +42,297.2% | +15,128.0% | +27,169.2% | +7,049.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling