-8.4%
FXI vs DINO
+250.9%
-259.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +5.7% | -9.9% | -4.8% |
| 30D | -1.1% | -19.6% | +18.4% | +1.0% |
| 3M | -4.0% | +11.8% | -15.8% | -5.6% |
| 6M | -11.8% | +49.0% | -60.8% | -16.3% |
| YTD | -11.9% | +128.1% | -140.0% | -21.3% |
| 1Y | -16.1% | +96.3% | -112.4% | -23.5% |
| 3Y | +38.8% | +113.8% | -75.0% | +22.4% |
| All | -8.4% | +250.9% | -259.3% | -22.4% |
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