-38.2%
BABA vs DBX
+12.3%
-50.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -2.1% |
| 7D | +3.8% | -8.6% | +12.4% | +6.3% |
| 30D | -5.4% | -5.2% | -0.2% | -4.1% |
| 3M | -17.9% | -6.4% | -11.5% | -17.1% |
| 6M | -24.1% | +12.7% | -36.8% | -27.5% |
| YTD | -27.4% | +17.2% | -44.6% | -32.0% |
| 1Y | -36.1% | +5.5% | -41.6% | -38.4% |
| 3Y | +35.4% | +24.1% | +11.2% | +19.2% |
| 5Y | -30.1% | +14.2% | -44.3% | -38.4% |
| All | -38.2% | +12.3% | -50.5% | -51.0% |
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