+128.3%
SBUX vs ROL
+205.3%
-77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.5% |
| 7D | -6.3% | -3.3% | -3.0% | -5.2% |
| 30D | -3.9% | -7.2% | +3.4% | -1.4% |
| 3M | +3.3% | -27.0% | +30.3% | +14.6% |
| 6M | +1.4% | -39.5% | +40.9% | +19.9% |
| YTD | +21.0% | -41.8% | +62.8% | +44.5% |
| 1Y | +22.4% | -38.9% | +61.3% | +43.2% |
| 3Y | +13.2% | -0.4% | +13.6% | +9.0% |
| 5Y | -5.2% | -4.2% | -1.0% | -9.4% |
| 10Y | +128.3% | +208.2% | -79.9% | +50.8% |
| All | +128.3% | +205.3% | -77.0% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling