-19.5%
BABA vs DBX
+13.3%
-32.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -12.3% | -2.9% | -9.4% | -12.2% |
| 3M | -5.3% | +23.8% | -29.2% | -6.6% |
| 6M | -13.1% | +26.2% | -39.3% | -13.8% |
| YTD | -22.4% | +21.6% | -44.1% | -22.7% |
| 1Y | -19.5% | +11.4% | -30.9% | -16.9% |
| All | -19.5% | +13.3% | -32.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling