-40.5%
BABA vs DBX
+14.3%
-54.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.8% |
| 7D | -3.6% | -8.1% | +4.6% | -1.4% |
| 30D | -8.4% | -4.9% | -3.5% | -7.2% |
| 3M | -20.6% | -2.7% | -17.9% | -20.6% |
| 6M | -25.4% | +25.2% | -50.6% | -30.7% |
| YTD | -30.1% | +19.3% | -49.4% | -34.8% |
| 1Y | -36.3% | +6.6% | -42.9% | -38.8% |
| 3Y | +30.4% | +24.6% | +5.8% | +14.8% |
| 5Y | -35.7% | +23.5% | -59.2% | -44.4% |
| All | -40.5% | +14.3% | -54.8% | -53.0% |
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