-59.1%
DKNG vs FXI
-6.5%
-52.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +3.0% | -3.9% | +6.9% | +5.3% |
| 30D | -3.0% | -2.1% | -0.9% | -1.8% |
| 3M | -17.6% | -0.5% | -17.1% | -17.4% |
| 6M | -3.2% | -4.5% | +1.3% | -1.2% |
| YTD | -28.2% | -9.2% | -19.0% | -24.4% |
| 1Y | -46.1% | -13.8% | -32.3% | -41.6% |
| 3Y | -22.2% | +36.6% | -58.8% | -39.8% |
| All | -59.1% | -6.5% | -52.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling