+292.6%
STLD vs DBX
+7.0%
+285.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | +3.1% | -2.4% | +5.6% | +3.8% |
| 30D | -9.0% | -0.5% | -8.5% | -9.0% |
| 3M | -12.4% | +28.1% | -40.4% | -18.7% |
| 6M | +25.5% | +33.1% | -7.6% | +13.8% |
| YTD | +43.6% | +25.3% | +18.3% | +32.5% |
| 1Y | +87.2% | +18.3% | +68.8% | +75.1% |
| 3Y | +135.2% | +25.0% | +110.2% | +107.0% |
| All | +292.6% | +7.0% | +285.7% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling