-7.0%
FXI vs DKS
+12.8%
-19.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.8% | -4.7% | +1.9% | -2.2% |
| 30D | -3.7% | -35.1% | +31.4% | +1.1% |
| 3M | -0.4% | -37.7% | +37.3% | +4.9% |
| 6M | -5.4% | -30.7% | +25.3% | -2.2% |
| YTD | -9.6% | -31.9% | +22.3% | -6.4% |
| 1Y | -11.9% | -40.0% | +28.1% | -7.3% |
| 3Y | +37.8% | +28.4% | +9.4% | +26.2% |
| 5Y | -7.0% | +12.4% | -19.5% | -19.4% |
| All | -7.0% | +12.8% | -19.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling