+21.5%
DBX vs STLA
-52.5%
+73.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | 0.0% | -5.2% | +5.2% | +1.2% |
| 3M | +26.1% | -24.9% | +51.0% | +34.7% |
| 6M | +29.4% | -25.2% | +54.5% | +37.2% |
| YTD | +24.4% | -51.4% | +75.8% | +45.8% |
| 1Y | +10.9% | -40.7% | +51.6% | +21.2% |
| 3Y | +24.1% | -66.3% | +90.3% | +53.2% |
| 5Y | +7.8% | -63.2% | +71.0% | +24.8% |
| All | +21.5% | -52.5% | +73.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STLA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling