+8.8%
SBUX vs ROL
+16.5%
-7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.9% | +3.4% | +1.5% | +3.8% |
| 30D | +21.2% | +20.8% | +0.4% | +14.0% |
| 3M | +5.7% | +3.7% | +1.9% | +4.2% |
| 6M | +6.0% | -27.7% | +33.7% | +17.0% |
| YTD | +32.9% | -34.9% | +67.9% | +51.3% |
| 1Y | +33.3% | -33.3% | +66.6% | +50.5% |
| 3Y | +13.0% | +4.3% | +8.7% | +5.9% |
| 5Y | +8.8% | +15.0% | -6.1% | -7.1% |
| All | +8.8% | +16.5% | -7.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling