-33.9%
BABA vs DBX
+16.6%
-50.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -12.3% | -2.9% | -9.4% | -11.8% |
| 3M | -5.3% | +23.8% | -29.2% | -11.2% |
| 6M | -13.1% | +26.2% | -39.3% | -19.7% |
| YTD | -22.4% | +21.6% | -44.1% | -27.7% |
| 1Y | -19.5% | +11.4% | -30.9% | -23.4% |
| 3Y | +32.9% | +21.3% | +11.7% | +18.7% |
| 5Y | -29.9% | +6.7% | -36.5% | -37.2% |
| All | -33.9% | +16.6% | -50.5% | -47.9% |
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 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