+42,297.2%
SBUX vs ROST
+76,944.6%
-34,647.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.1% | +0.9% | -4.1% | -3.4% |
| 30D | -0.9% | -8.9% | +8.0% | +1.8% |
| 3M | +11.6% | -0.8% | +12.4% | +11.6% |
| 6M | +8.8% | +8.5% | +0.3% | +5.6% |
| YTD | +26.3% | +28.6% | -2.3% | +16.5% |
| 1Y | +23.1% | +52.3% | -29.2% | +7.9% |
| 3Y | +15.0% | +94.8% | -79.9% | -7.0% |
| 5Y | +0.4% | +110.8% | -110.4% | -22.2% |
| 10Y | +130.7% | +304.5% | -173.9% | +45.1% |
| All | +42,297.2% | +76,944.6% | -34,647.4% | +9,203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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