+107.5%
STLD vs DBX
+33.4%
+74.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.9% |
| 7D | -11.1% | -4.4% | -6.7% | -10.6% |
| 30D | -4.8% | +4.8% | -9.6% | -5.5% |
| 3M | -14.6% | +0.3% | -14.9% | -14.8% |
| 6M | -7.4% | +40.4% | -47.8% | -13.3% |
| YTD | +32.6% | +24.7% | +7.9% | +27.2% |
| 1Y | +47.3% | +20.9% | +26.4% | +42.0% |
| 3Y | +107.5% | +34.5% | +73.0% | +84.3% |
| All | +107.5% | +33.4% | +74.1% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling