-6.7%
SBUX vs RVMD
+576.1%
-582.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -3.0% | -2.5% | -5.2% |
| 30D | -8.5% | -0.7% | -7.7% | -8.4% |
| 3M | -2.9% | +36.5% | -39.5% | -5.8% |
| 6M | -1.5% | +104.6% | -106.1% | -9.0% |
| YTD | +19.4% | +155.8% | -136.4% | +7.0% |
| 1Y | +22.9% | +340.7% | -317.7% | +3.4% |
| 3Y | +11.3% | +519.9% | -508.6% | -13.0% |
| All | -6.7% | +576.1% | -582.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling