+4,368.9%
STRL vs DBX
+19.3%
+4,349.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.0% |
| 7D | +8.2% | +0.3% | +7.9% | +8.0% |
| 30D | -6.3% | 0.0% | -6.3% | -6.6% |
| 3M | -41.2% | +26.1% | -67.3% | -45.7% |
| 6M | +20.4% | +29.4% | -9.0% | +8.5% |
| YTD | +61.7% | +24.4% | +37.3% | +47.0% |
| 1Y | +72.7% | +10.9% | +61.8% | +62.2% |
| 3Y | +530.9% | +24.1% | +506.9% | +459.0% |
| 5Y | +2,125.4% | +7.8% | +2,117.6% | +1,896.4% |
| All | +4,368.9% | +19.3% | +4,349.6% | +3,290.8% |
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