+42,297.2%
SBUX vs RVTY
+1,754.0%
+40,543.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | -0.9% | +13.2% | -14.1% | -4.4% |
| 3M | +11.6% | +27.2% | -15.6% | +3.9% |
| 6M | +8.8% | +32.4% | -23.6% | -0.6% |
| YTD | +26.3% | +34.9% | -8.6% | +14.5% |
| 1Y | +23.1% | +52.4% | -29.2% | +7.5% |
| 3Y | +15.0% | +12.3% | +2.7% | +6.6% |
| 5Y | +0.4% | -30.8% | +31.2% | +5.0% |
| 10Y | +130.7% | +150.7% | -20.0% | +67.4% |
| All | +42,297.2% | +1,754.0% | +40,543.2% | +16,992.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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