-46.8%
STZ vs DBX
+26.1%
-72.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.9% |
| 30D | -1.9% | -0.5% | -1.4% | -1.9% |
| 3M | -6.2% | +28.1% | -34.3% | -6.6% |
| 6M | -14.0% | +33.1% | -47.1% | -14.2% |
| YTD | -5.1% | +25.3% | -30.4% | -5.1% |
| 1Y | -9.6% | +18.3% | -27.9% | -9.4% |
| All | -46.8% | +26.1% | -72.9% | -48.3% |
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