+118.4%
HPQ vs DBX
+22.6%
+95.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +7.9% |
| 7D | +9.8% | +2.1% | +7.7% | +9.1% |
| 30D | +22.4% | +5.7% | +16.6% | +20.2% |
| 3M | +45.2% | +31.8% | +13.4% | +33.1% |
| 6M | +96.4% | +37.5% | +59.0% | +77.5% |
| YTD | +65.4% | +27.9% | +37.5% | +52.6% |
| 1Y | +31.6% | +15.0% | +16.5% | +24.9% |
| 3Y | +37.0% | +27.2% | +9.8% | +22.7% |
| 5Y | +53.0% | +12.8% | +40.2% | +37.7% |
| All | +118.4% | +22.6% | +95.8% | +69.4% |
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