+42,297.2%
SBUX vs ROP
+31,893.6%
+10,403.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.2% |
| 7D | -3.1% | -4.4% | +1.3% | -1.9% |
| 30D | -0.9% | +3.2% | -4.1% | -1.9% |
| 3M | +11.6% | +23.1% | -11.4% | +4.5% |
| 6M | +8.8% | +13.3% | -4.5% | +4.1% |
| YTD | +26.3% | -7.9% | +34.2% | +27.9% |
| 1Y | +23.1% | -22.1% | +45.2% | +30.8% |
| 3Y | +15.0% | -16.8% | +31.8% | +19.5% |
| 5Y | +0.4% | -13.5% | +13.9% | +3.0% |
| 10Y | +130.7% | +137.7% | -7.0% | +79.0% |
| All | +42,297.2% | +31,893.6% | +10,403.6% | +19,940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling