-23.1%
STZ vs DBX
+15.6%
-38.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | -3.3% | +5.8% | +3.0% |
| 30D | +15.2% | -5.9% | +21.1% | +16.1% |
| 3M | +7.6% | -6.7% | +14.3% | +8.5% |
| 6M | +5.3% | +28.0% | -22.7% | +1.7% |
| YTD | +8.6% | +20.6% | -12.0% | +5.4% |
| 1Y | +15.6% | +10.3% | +5.3% | +13.4% |
| 3Y | -35.2% | +24.0% | -59.2% | -38.7% |
| 5Y | -29.1% | +24.2% | -53.3% | -34.0% |
| All | -23.1% | +15.6% | -38.7% | -33.0% |
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