+44,521.1%
SBUX vs ROP
+37,265.4%
+7,255.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | +21.2% | +30.3% | -9.2% | +11.9% |
| 3M | +5.7% | +17.8% | -12.1% | +0.4% |
| 6M | +6.0% | +38.9% | -32.9% | -4.6% |
| YTD | +32.9% | +7.6% | +25.3% | +28.3% |
| 1Y | +33.3% | +6.5% | +26.8% | +29.1% |
| 3Y | +13.0% | -6.3% | +19.3% | +13.2% |
| 5Y | +8.8% | +0.9% | +7.9% | +6.6% |
| 10Y | +154.6% | +180.7% | -26.1% | +87.9% |
| All | +44,521.1% | +37,265.4% | +7,255.7% | +20,009.5% |
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