-25.9%
STRL vs DBX
+22.5%
-48.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.7% | -19.5% |
| 7D | -27.1% | -1.1% | -25.9% | -27.0% |
| 30D | -45.8% | +5.0% | -50.8% | -43.7% |
| 3M | -47.6% | +4.6% | -52.2% | -45.3% |
| 6M | -46.4% | +43.9% | -90.4% | -35.4% |
| YTD | -7.4% | +29.9% | -37.2% | +11.1% |
| 1Y | -25.9% | +24.6% | -50.5% | -11.4% |
| All | -25.9% | +22.5% | -48.4% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling