+17.7%
DBX vs STLA
-65.7%
+83.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.3% | -13.8% | +10.5% | +0.1% |
| 30D | -5.9% | -10.5% | +4.7% | -3.8% |
| 3M | -6.7% | -28.9% | +22.2% | +0.4% |
| 6M | +28.0% | -49.7% | +77.7% | +49.1% |
| YTD | +20.6% | -64.9% | +85.5% | +51.7% |
| 1Y | +10.3% | -64.0% | +74.3% | +37.1% |
| 3Y | +24.0% | -77.4% | +101.5% | +69.1% |
| 5Y | +24.2% | -74.4% | +98.7% | +56.3% |
| All | +17.7% | -65.7% | +83.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling