-32.8%
STZ vs DBX
+20.1%
-53.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -1.9% | -0.5% | -1.4% | -1.9% |
| 3M | -6.2% | +28.1% | -34.3% | -9.3% |
| 6M | -14.0% | +33.1% | -47.1% | -17.5% |
| YTD | -5.1% | +25.3% | -30.4% | -8.4% |
| 1Y | -9.6% | +18.3% | -27.9% | -12.2% |
| 3Y | -47.2% | +25.0% | -72.3% | -50.1% |
| 5Y | -33.6% | +7.5% | -41.1% | -36.9% |
| All | -32.8% | +20.1% | -53.0% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling