+539.7%
STLD vs DBX
+12.3%
+527.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +3.7% |
| 7D | -9.7% | -8.6% | -1.1% | -7.6% |
| 30D | -4.5% | -5.2% | +0.6% | -3.4% |
| 3M | -13.1% | -6.4% | -6.7% | -12.2% |
| 6M | -2.8% | +12.7% | -15.5% | -7.4% |
| YTD | +35.3% | +17.2% | +18.1% | +26.3% |
| 1Y | +51.4% | +5.5% | +45.8% | +45.5% |
| 3Y | +117.9% | +24.1% | +93.8% | +93.4% |
| 5Y | +272.6% | +14.2% | +258.4% | +231.3% |
| All | +539.7% | +12.3% | +527.4% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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