+153.0%
VLO vs DBX
+15.5%
+137.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +5.3% | +2.1% | +3.2% | +5.1% |
| 30D | +18.2% | +5.7% | +12.5% | +17.6% |
| 3M | +53.3% | +31.8% | +21.5% | +48.8% |
| 6M | +70.4% | +37.5% | +33.0% | +63.6% |
| YTD | +143.4% | +27.9% | +115.5% | +133.8% |
| 1Y | +153.0% | +15.0% | +138.0% | +149.8% |
| All | +153.0% | +15.5% | +137.5% | +149.8% |
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 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