+111.4%
SBUX vs DBX
+22.6%
+88.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.8% |
| 7D | -5.5% | +2.1% | -7.6% | -6.0% |
| 30D | -8.5% | +5.7% | -14.2% | -9.8% |
| 3M | -2.9% | +31.8% | -34.7% | -9.5% |
| 6M | -1.5% | +37.5% | -39.0% | -9.9% |
| YTD | +19.4% | +27.9% | -8.5% | +11.0% |
| 1Y | +22.9% | +15.0% | +7.9% | +17.1% |
| 3Y | +11.3% | +27.2% | -15.9% | +0.4% |
| 5Y | -6.9% | +12.8% | -19.6% | -16.2% |
| All | +111.4% | +22.6% | +88.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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