+43,351.9%
SBUX vs ROST
+77,424.9%
-34,072.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +14.8% | +0.5% | +14.3% | +14.7% |
| 3M | -0.8% | -5.2% | +4.4% | +0.7% |
| 6M | +2.2% | +9.8% | -7.6% | -1.0% |
| YTD | +29.5% | +29.4% | +0.1% | +19.2% |
| 1Y | +27.0% | +44.4% | -17.3% | +13.2% |
| 3Y | +10.9% | +95.0% | -84.1% | -10.2% |
| 5Y | +7.4% | +111.9% | -104.4% | -16.8% |
| 10Y | +146.3% | +301.2% | -154.9% | +55.2% |
| All | +43,351.9% | +77,424.9% | -34,072.9% | +9,416.3% |
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