+4,290.7%
STRL vs DBX
+20.1%
+4,270.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.3% |
| 7D | +3.4% | -2.4% | +5.8% | +4.0% |
| 30D | -9.2% | -0.5% | -8.8% | -9.4% |
| 3M | -51.0% | +28.1% | -79.1% | -55.0% |
| 6M | +15.8% | +33.1% | -17.3% | +3.5% |
| YTD | +58.9% | +25.3% | +33.6% | +44.3% |
| 1Y | +68.5% | +18.3% | +50.2% | +55.0% |
| 3Y | +485.2% | +25.0% | +460.2% | +417.8% |
| 5Y | +2,005.1% | +7.5% | +1,997.6% | +1,790.7% |
| All | +4,290.7% | +20.1% | +4,270.6% | +3,227.5% |
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