+22.3%
DBX vs STLA
-50.1%
+72.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | -0.5% | -1.2% | +0.8% | -0.3% |
| 3M | +28.1% | -24.8% | +52.8% | +36.7% |
| 6M | +33.1% | -25.6% | +58.7% | +41.4% |
| YTD | +25.3% | -48.9% | +74.2% | +45.0% |
| 1Y | +18.3% | -38.8% | +57.1% | +28.4% |
| 3Y | +25.0% | -64.5% | +89.6% | +52.4% |
| 5Y | +7.5% | -62.4% | +70.0% | +24.0% |
| All | +22.3% | -50.1% | +72.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling