+2,642.3%
STRL vs DBX
+14.3%
+2,628.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.4% |
| 7D | +7.1% | -8.1% | +15.3% | +8.9% |
| 30D | -39.4% | -4.9% | -34.5% | -39.1% |
| 3M | -43.0% | -2.7% | -40.3% | -43.4% |
| 6M | -65.0% | +25.2% | -90.2% | -68.3% |
| YTD | -0.8% | +19.3% | -20.1% | -9.8% |
| 1Y | -20.3% | +6.6% | -26.9% | -25.0% |
| 3Y | +356.5% | +24.6% | +331.9% | +298.4% |
| 5Y | +952.8% | +23.5% | +929.3% | +801.2% |
| All | +2,642.3% | +14.3% | +2,628.0% | +1,979.2% |
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