+213.9%
FXI vs DINO
+3,369.8%
-3,155.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -3.2% |
| 7D | -1.0% | +4.2% | -5.1% | -2.1% |
| 30D | -3.2% | +33.9% | -37.1% | -10.6% |
| 3M | +1.7% | +50.5% | -48.9% | -9.2% |
| 6M | -1.6% | +95.2% | -96.7% | -18.6% |
| YTD | -7.9% | +140.6% | -148.5% | -28.6% |
| 1Y | -9.6% | +119.0% | -128.6% | -28.3% |
| 3Y | +40.5% | +100.4% | -59.9% | +10.9% |
| 5Y | -6.2% | +324.6% | -330.8% | -43.2% |
| 10Y | +14.2% | +485.3% | -471.1% | -48.5% |
| All | +213.9% | +3,369.8% | -3,155.9% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling