+23.1%
SBUX vs ROL
-35.4%
+58.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -0.9% | -4.1% | +3.2% | 0.0% |
| 3M | +11.6% | -22.5% | +34.1% | +17.9% |
| 6M | +8.8% | -37.7% | +46.4% | +19.2% |
| YTD | +26.3% | -39.6% | +65.9% | +39.6% |
| 1Y | +23.1% | -36.0% | +59.1% | +37.6% |
| All | +23.1% | -35.4% | +58.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling