+2,622.0%
STRL vs DBX
+15.6%
+2,606.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +23.4% | -6.3% | +29.7% | +24.9% |
| 30D | -39.5% | -5.9% | -33.6% | -39.0% |
| 3M | -45.1% | -0.4% | -44.7% | -45.8% |
| 6M | -64.6% | +29.8% | -94.4% | -68.2% |
| YTD | -1.5% | +20.5% | -22.1% | -10.7% |
| 1Y | -20.8% | +8.7% | -29.4% | -25.8% |
| 3Y | +353.1% | +25.9% | +327.2% | +294.5% |
| 5Y | +942.9% | +24.2% | +918.7% | +791.9% |
| All | +2,622.0% | +15.6% | +2,606.5% | +1,959.0% |
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