-6.5%
FXI vs DINO
+321.1%
-327.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.8% | +2.0% | -4.7% | -3.0% |
| 30D | -5.3% | +27.7% | -33.0% | -8.1% |
| 3M | +0.3% | +56.3% | -55.9% | -5.0% |
| 6M | -4.6% | +107.6% | -112.1% | -13.1% |
| YTD | -9.1% | +140.2% | -149.3% | -19.2% |
| 1Y | -12.0% | +113.0% | -124.9% | -20.5% |
| 3Y | +38.6% | +100.1% | -61.4% | +23.3% |
| All | -6.5% | +321.1% | -327.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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