+123.9%
SBUX vs RSG
+428.9%
-305.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -8.5% | +4.0% | -12.4% | -10.6% |
| 3M | -2.9% | +7.4% | -10.3% | -7.2% |
| 6M | -1.5% | +0.1% | -1.6% | -2.2% |
| YTD | +19.4% | +6.0% | +13.4% | +14.0% |
| 1Y | +22.9% | -3.0% | +25.9% | +23.9% |
| 3Y | +11.3% | +56.5% | -45.2% | -20.3% |
| 5Y | -6.9% | +90.9% | -97.8% | -43.4% |
| All | +123.9% | +428.9% | -305.0% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling