+484.8%
VLO vs DBX
+20.9%
+463.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +4.0% | -1.8% | +5.8% | +4.4% |
| 30D | +19.0% | +2.8% | +16.1% | +18.0% |
| 3M | +50.0% | +26.8% | +23.2% | +40.8% |
| 6M | +79.1% | +32.8% | +46.4% | +65.1% |
| YTD | +140.3% | +26.1% | +114.2% | +124.0% |
| 1Y | +148.3% | +14.1% | +134.2% | +136.5% |
| 3Y | +194.6% | +25.7% | +168.9% | +167.7% |
| 5Y | +609.6% | +11.2% | +598.4% | +549.7% |
| All | +484.8% | +20.9% | +463.9% | +360.6% |
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