+123.8%
STX vs DBX
+22.5%
+101.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -6.7% |
| 7D | -20.2% | -1.1% | -19.1% | -20.5% |
| 30D | -37.2% | +5.0% | -42.2% | -35.7% |
| 3M | -34.1% | +4.6% | -38.7% | -32.2% |
| 6M | -24.5% | +43.9% | -68.4% | -13.2% |
| YTD | +102.9% | +29.9% | +73.1% | +123.5% |
| 1Y | +123.8% | +24.6% | +99.2% | +142.9% |
| All | +123.8% | +22.5% | +101.3% | +142.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling