+4,046.7%
SBUX vs RSG
+2,013.0%
+2,033.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -6.3% | 0.0% | -6.2% | -6.3% |
| 30D | -3.9% | +3.7% | -7.5% | -5.1% |
| 3M | +3.3% | +6.2% | -2.9% | +1.0% |
| 6M | +1.4% | -2.8% | +4.2% | +2.1% |
| YTD | +21.0% | +5.9% | +15.1% | +18.0% |
| 1Y | +22.4% | -1.8% | +24.2% | +22.5% |
| 3Y | +13.2% | +57.5% | -44.3% | -4.4% |
| 5Y | -5.2% | +91.1% | -96.3% | -25.6% |
| 10Y | +128.3% | +428.1% | -299.7% | +30.5% |
| All | +4,046.7% | +2,013.0% | +2,033.8% | +1,445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling