-35.8%
STZ vs DBX
+37.6%
-73.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +11.8% | -1.5% | +13.3% | +11.8% |
| 30D | +26.0% | +6.0% | +20.0% | +25.7% |
| 3M | +11.5% | +2.2% | +9.4% | +11.4% |
| 6M | -2.0% | +40.7% | -42.7% | -2.3% |
| YTD | +7.9% | +28.6% | -20.8% | +7.9% |
| 1Y | +13.9% | +22.8% | -8.8% | +14.1% |
| All | -35.8% | +37.6% | -73.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling