+129.3%
SBUX vs DBX
+15.6%
+113.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.6% | -3.3% | +4.8% | +2.2% |
| 30D | +14.8% | -5.9% | +20.7% | +16.3% |
| 3M | -0.8% | -6.7% | +5.9% | +0.4% |
| 6M | +2.2% | +28.0% | -25.7% | -4.6% |
| YTD | +29.5% | +20.6% | +8.8% | +21.7% |
| 1Y | +27.0% | +10.3% | +16.7% | +21.9% |
| 3Y | +10.9% | +24.0% | -13.1% | +0.3% |
| 5Y | +7.4% | +24.2% | -16.8% | -5.2% |
| All | +129.3% | +15.6% | +113.6% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling