+41.1%
HPQ vs DBX
+8.4%
+32.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +3.5% | -1.8% | +5.3% | +4.2% |
| 30D | +13.7% | +2.8% | +10.8% | +12.4% |
| 3M | +33.9% | +26.8% | +7.1% | +22.4% |
| 6M | +80.9% | +32.8% | +48.1% | +62.3% |
| YTD | +52.6% | +26.1% | +26.5% | +39.2% |
| 1Y | +21.2% | +14.1% | +7.1% | +14.1% |
| 3Y | +26.9% | +25.7% | +1.2% | +10.6% |
| 5Y | +41.1% | +11.2% | +30.0% | +15.9% |
| All | +41.1% | +8.4% | +32.7% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling