+125.0%
SBUX vs ROP
+135.7%
-10.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -6.2% | -8.0% | +1.8% | -2.3% |
| 30D | -6.4% | -2.7% | -3.7% | -5.3% |
| 3M | +1.0% | +16.6% | -15.6% | -7.5% |
| 6M | -0.4% | +10.4% | -10.8% | -6.6% |
| YTD | +20.0% | -12.1% | +32.0% | +26.0% |
| 1Y | +22.8% | -23.6% | +46.4% | +38.9% |
| 3Y | +12.3% | -19.3% | +31.6% | +21.7% |
| 5Y | -6.4% | -15.4% | +9.0% | -2.4% |
| All | +125.0% | +135.7% | -10.7% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling