+33.7%
BABA vs DBX
+26.9%
+6.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -4.8% | -2.4% | -2.3% | -4.5% |
| 30D | -11.9% | -0.5% | -11.4% | -11.9% |
| 3M | -9.3% | +28.1% | -37.3% | -11.9% |
| 6M | -14.2% | +33.1% | -47.3% | -17.2% |
| YTD | -22.0% | +25.3% | -47.3% | -24.1% |
| 1Y | -12.7% | +18.3% | -31.1% | -14.5% |
| All | +33.7% | +26.9% | +6.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling