+213.9%
FXI vs DKS
+966.0%
-752.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.2% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | -3.2% | -36.6% | +33.4% | +6.4% |
| 3M | +1.7% | -37.6% | +39.3% | +11.8% |
| 6M | -1.6% | -32.1% | +30.5% | +5.4% |
| YTD | -7.9% | -32.3% | +24.4% | -1.6% |
| 1Y | -9.6% | -39.5% | +29.9% | -1.1% |
| 3Y | +40.5% | +27.7% | +12.8% | +20.3% |
| 5Y | -6.2% | +15.0% | -21.3% | -22.4% |
| 10Y | +14.2% | +192.6% | -178.4% | -39.0% |
| All | +213.9% | +966.0% | -752.2% | -18.1% |
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