+468.9%
VLO vs DBX
+15.6%
+453.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +6.8% | -6.3% | +13.0% | +8.3% |
| 30D | -17.9% | -5.9% | -12.0% | -16.8% |
| 3M | +13.5% | -0.4% | +13.9% | +13.1% |
| 6M | +53.0% | +29.8% | +23.2% | +42.2% |
| YTD | +133.7% | +20.5% | +113.2% | +119.7% |
| 1Y | +115.7% | +8.7% | +107.0% | +107.7% |
| 3Y | +231.9% | +25.9% | +206.0% | +200.6% |
| 5Y | +471.6% | +24.2% | +447.4% | +408.1% |
| All | +468.9% | +15.6% | +453.3% | +351.7% |
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