+41.3%
SBUX vs ROP
+10.4%
+30.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | +4.1% |
| 7D | +6.3% | +11.7% | -5.4% | +4.6% |
| 30D | +16.2% | +35.5% | -19.3% | +11.4% |
| 3M | +5.1% | +25.6% | -20.5% | +1.6% |
| 6M | +5.7% | +39.3% | -33.5% | +1.2% |
| YTD | +32.6% | +11.6% | +21.0% | +32.7% |
| 1Y | +41.3% | +10.6% | +30.7% | +42.2% |
| All | +41.3% | +10.4% | +30.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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