-25.0%
STZ vs DBX
+19.5%
-44.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.4% |
| 7D | +4.9% | -4.4% | +9.3% | +5.5% |
| 30D | +20.9% | +4.8% | +16.1% | +20.2% |
| 3M | +8.0% | +0.3% | +7.6% | +7.9% |
| 6M | -5.3% | +40.4% | -45.7% | -9.7% |
| YTD | +5.9% | +24.7% | -18.8% | +2.4% |
| 1Y | +14.2% | +20.9% | -6.7% | +10.6% |
| 3Y | -37.0% | +34.5% | -71.5% | -41.1% |
| 5Y | -29.7% | +24.6% | -54.3% | -34.6% |
| All | -25.0% | +19.5% | -44.5% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling