+42,297.2%
SBUX vs ROL
+5,741.4%
+36,555.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.1% | -1.4% | -1.7% | -2.6% |
| 30D | -0.9% | -4.1% | +3.2% | +0.6% |
| 3M | +11.6% | -22.5% | +34.1% | +22.1% |
| 6M | +8.8% | -37.7% | +46.4% | +28.7% |
| YTD | +26.3% | -39.6% | +65.9% | +50.8% |
| 1Y | +23.1% | -36.0% | +59.1% | +43.3% |
| 3Y | +15.0% | -5.1% | +20.1% | +13.5% |
| 5Y | +0.4% | -3.4% | +3.7% | -3.2% |
| 10Y | +130.7% | +215.2% | -84.6% | +37.0% |
| All | +42,297.2% | +5,741.4% | +36,555.8% | +9,977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling