+462.4%
VLO vs DBX
+20.1%
+442.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +5.2% | -2.4% | +7.6% | +5.8% |
| 30D | +22.6% | -0.5% | +23.1% | +22.5% |
| 3M | +43.8% | +28.1% | +15.7% | +34.6% |
| 6M | +65.7% | +33.1% | +32.7% | +52.7% |
| YTD | +131.1% | +25.3% | +105.8% | +115.9% |
| 1Y | +143.6% | +18.3% | +125.3% | +130.0% |
| 3Y | +201.4% | +25.0% | +176.4% | +174.4% |
| 5Y | +568.9% | +7.5% | +561.4% | +517.9% |
| All | +462.4% | +20.1% | +442.3% | +343.9% |
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