+200.3%
FXI vs DKS
+1,117.0%
-916.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -4.2% | +6.3% | -10.5% | -5.7% |
| 30D | -1.1% | +9.3% | -10.4% | -3.5% |
| 3M | -4.0% | -25.3% | +21.3% | +0.9% |
| 6M | -11.8% | -29.2% | +17.4% | -6.8% |
| YTD | -11.9% | -22.7% | +10.8% | -9.3% |
| 1Y | -16.1% | -30.1% | +14.0% | -11.6% |
| 3Y | +38.8% | +45.6% | -6.8% | +14.7% |
| 5Y | -9.1% | +28.5% | -37.5% | -26.8% |
| 10Y | +18.4% | +235.2% | -216.8% | -39.0% |
| All | +200.3% | +1,117.0% | -916.8% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling