+50.9%
SBUX vs RPRX
+57.8%
-7.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -1.2% |
| 7D | -3.9% | -2.8% | -1.1% | -3.3% |
| 30D | -2.8% | +7.2% | -10.0% | -4.4% |
| 3M | +8.2% | +10.9% | -2.7% | +5.6% |
| 6M | +4.3% | +34.6% | -30.3% | -2.5% |
| YTD | +23.3% | +59.0% | -35.6% | +11.0% |
| 1Y | +24.3% | +72.5% | -48.2% | +9.6% |
| 3Y | +15.5% | +124.1% | -108.6% | -5.1% |
| 5Y | -2.7% | +75.9% | -78.6% | -15.1% |
| All | +50.9% | +57.8% | -7.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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