+14.7%
FXI vs DKS
+203.5%
-188.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.5% |
| 30D | -2.1% | -33.4% | +31.3% | +2.2% |
| 3M | -0.5% | -39.4% | +38.9% | +5.0% |
| 6M | -4.5% | -30.1% | +25.6% | -1.4% |
| YTD | -9.2% | -31.0% | +21.7% | -6.3% |
| 1Y | -13.8% | -40.2% | +26.4% | -9.4% |
| 3Y | +36.6% | +30.9% | +5.6% | +26.8% |
| 5Y | -6.7% | +14.0% | -20.7% | -14.5% |
| All | +14.7% | +203.5% | -188.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling