+563.8%
STLD vs DBX
+11.7%
+552.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +3.9% |
| 7D | -4.7% | -7.3% | +2.7% | -2.9% |
| 30D | -0.9% | -5.7% | +4.8% | +0.3% |
| 3M | -11.9% | -6.3% | -5.6% | -11.0% |
| 6M | +0.9% | +12.1% | -11.2% | -3.8% |
| YTD | +40.4% | +16.5% | +23.9% | +31.2% |
| 1Y | +56.6% | +6.1% | +50.5% | +50.2% |
| 3Y | +125.5% | +21.8% | +103.7% | +101.2% |
| 5Y | +292.8% | +19.1% | +273.7% | +245.3% |
| All | +563.8% | +11.7% | +552.1% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling