+120.6%
VLO vs DBX
+22.5%
+98.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.0% | -6.0% |
| 7D | -6.0% | -1.1% | -4.8% | -5.8% |
| 30D | -12.9% | +5.0% | -17.9% | -13.2% |
| 3M | +18.3% | +4.6% | +13.7% | +18.0% |
| 6M | +46.4% | +43.9% | +2.5% | +41.5% |
| YTD | +127.7% | +29.9% | +97.9% | +117.5% |
| 1Y | +120.6% | +24.6% | +96.0% | +111.2% |
| All | +120.6% | +22.5% | +98.1% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling