+451.8%
VLO vs DBX
+14.3%
+437.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.2% |
| 7D | -0.4% | -8.1% | +7.7% | +1.5% |
| 30D | -16.6% | -4.9% | -11.7% | -15.7% |
| 3M | +12.3% | -2.7% | +15.0% | +12.5% |
| 6M | +47.8% | +25.2% | +22.7% | +38.6% |
| YTD | +126.7% | +19.3% | +107.4% | +113.6% |
| 1Y | +105.4% | +6.6% | +98.8% | +98.7% |
| 3Y | +222.0% | +24.6% | +197.4% | +192.3% |
| 5Y | +449.8% | +23.5% | +426.3% | +389.3% |
| All | +451.8% | +14.3% | +437.5% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling