+239.2%
STRL vs DBX
+33.4%
+205.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +3.5% |
| 7D | -26.9% | -4.4% | -22.5% | -26.9% |
| 30D | -52.7% | +4.8% | -57.4% | -52.8% |
| 3M | -52.8% | +0.3% | -53.2% | -53.0% |
| 6M | -71.5% | +40.4% | -111.9% | -73.6% |
| YTD | -17.4% | +24.7% | -42.1% | -20.8% |
| 1Y | -35.0% | +20.9% | -55.8% | -37.2% |
| 3Y | +239.2% | +34.5% | +204.7% | +183.8% |
| All | +239.2% | +33.4% | +205.8% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling