+6.7%
DBX vs STLA
-62.5%
+69.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.3% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -2.9% | -2.4% | -0.5% | -2.5% |
| 3M | +23.8% | -23.9% | +47.7% | +30.8% |
| 6M | +26.2% | -24.6% | +50.8% | +32.7% |
| YTD | +21.6% | -50.5% | +72.1% | +39.8% |
| 1Y | +11.4% | -39.8% | +51.3% | +19.8% |
| 3Y | +21.3% | -65.6% | +86.9% | +46.6% |
| 5Y | +6.7% | -62.1% | +68.7% | +13.8% |
| All | +6.7% | -62.5% | +69.2% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling