+15.0%
SBUX vs USAR
-19.4%
+34.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +14.8% | -20.9% | +35.7% | +14.9% |
| 3M | -0.8% | -56.2% | +55.4% | -0.6% |
| 6M | +2.2% | -67.9% | +70.1% | +2.4% |
| YTD | +29.5% | -31.4% | +60.9% | +29.5% |
| 1Y | +27.0% | -45.1% | +72.1% | +27.0% |
| 3Y | +10.9% | -20.3% | +31.2% | +18.1% |
| All | +15.0% | -19.4% | +34.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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