+23.2%
DBX vs STLA
-70.1%
+93.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -4.4% | -4.5% | +0.1% | -3.5% |
| 30D | +4.8% | -3.9% | +8.7% | +5.3% |
| 3M | +0.3% | -20.2% | +20.5% | +4.5% |
| 6M | +40.4% | -42.2% | +82.5% | +55.9% |
| YTD | +24.7% | -59.3% | +84.0% | +48.1% |
| 1Y | +20.9% | -56.1% | +76.9% | +39.9% |
| 3Y | +34.5% | -73.7% | +108.1% | +73.2% |
| All | +23.2% | -70.1% | +93.2% | +33.2% |
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