+193.8%
VLO vs DBX
+23.5%
+170.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | +6.2% | +0.3% | +6.0% | +6.1% |
| 30D | +23.5% | 0.0% | +23.5% | +23.3% |
| 3M | +53.9% | +26.1% | +27.8% | +46.3% |
| 6M | +81.7% | +29.4% | +52.3% | +70.8% |
| YTD | +142.5% | +24.4% | +118.0% | +129.7% |
| 1Y | +145.4% | +10.9% | +134.6% | +138.3% |
| All | +193.8% | +23.5% | +170.3% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling