+11.8%
SBUX vs DBX
+25.2%
-13.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -6.2% | -1.8% | -4.4% | -6.0% |
| 30D | -6.4% | +2.8% | -9.3% | -6.9% |
| 3M | +1.0% | +26.8% | -25.7% | -2.6% |
| 6M | -0.4% | +32.8% | -33.2% | -5.1% |
| YTD | +20.0% | +26.1% | -6.1% | +15.1% |
| 1Y | +22.8% | +14.1% | +8.6% | +19.5% |
| All | +11.8% | +25.2% | -13.3% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling