+6.1%
DBX vs STLA
-59.1%
+65.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.1% | -0.5% |
| 7D | -7.3% | -4.9% | -2.4% | -7.2% |
| 30D | -5.7% | -4.9% | -0.8% | -5.5% |
| 3M | -6.3% | -23.7% | +17.3% | -5.7% |
| 6M | +12.1% | -45.0% | +57.1% | +12.5% |
| YTD | +16.5% | -60.9% | +77.4% | +17.1% |
| 1Y | +6.1% | -58.9% | +64.9% | +3.1% |
| All | +6.1% | -59.1% | +65.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling