+128.8%
SBUX vs RY
+371.6%
-242.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -3.9% | +2.7% | -6.6% | -5.6% |
| 30D | -2.8% | -1.0% | -1.8% | -2.3% |
| 3M | +8.2% | +7.6% | +0.6% | +2.7% |
| 6M | +4.3% | +29.5% | -25.2% | -12.7% |
| YTD | +23.3% | +24.2% | -0.8% | +6.0% |
| 1Y | +24.3% | +46.4% | -22.1% | -4.4% |
| 3Y | +15.5% | +159.4% | -144.0% | -40.6% |
| 5Y | -2.7% | +141.8% | -144.6% | -47.9% |
| 10Y | +128.8% | +373.9% | -245.1% | -18.0% |
| All | +128.8% | +371.6% | -242.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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