+1,144.9%
STX vs DBX
+7.2%
+1,137.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +7.1% |
| 7D | +10.7% | -1.3% | +12.1% | +10.9% |
| 30D | +11.3% | -2.9% | +14.1% | +11.6% |
| 3M | +3.2% | +23.8% | -20.6% | -3.5% |
| 6M | +157.0% | +26.2% | +130.8% | +136.0% |
| YTD | +229.2% | +21.6% | +207.6% | +205.1% |
| 1Y | +381.8% | +11.4% | +370.4% | +356.5% |
| 3Y | +1,383.2% | +21.3% | +1,361.9% | +1,191.1% |
| 5Y | +1,144.9% | +6.7% | +1,138.2% | +941.9% |
| All | +1,144.9% | +7.2% | +1,137.7% | +941.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling