+36.8%
FXI vs DKS
+27.5%
+9.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -5.3% | -37.7% | +32.4% | -0.8% |
| 3M | +0.3% | -38.9% | +39.3% | +5.2% |
| 6M | -4.6% | -31.1% | +26.5% | -1.9% |
| YTD | -9.1% | -31.8% | +22.7% | -6.5% |
| 1Y | -12.0% | -38.0% | +26.1% | -8.4% |
| All | +36.8% | +27.5% | +9.3% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling