+152.8%
SBUX vs ROL
+214.5%
-61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +19.1% | +20.6% | -1.5% | +11.6% |
| 3M | +3.6% | +4.5% | -0.9% | +1.8% |
| 6M | +5.1% | -26.5% | +31.7% | +16.1% |
| YTD | +32.9% | -34.8% | +67.7% | +52.4% |
| 1Y | +30.4% | -33.2% | +63.6% | +48.3% |
| 3Y | +13.0% | +4.5% | +8.5% | +7.3% |
| 5Y | +10.5% | +15.5% | -5.0% | -1.0% |
| 10Y | +152.8% | +217.2% | -64.5% | +62.0% |
| All | +152.8% | +214.5% | -61.7% | +62.0% |
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