-16.7%
FXI vs DLR
+12.6%
-29.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -4.2% | +5.0% | -9.2% | -4.8% |
| 30D | -2.0% | +3.0% | -5.0% | -2.5% |
| 3M | -5.0% | -6.3% | +1.3% | -4.2% |
| 6M | -9.6% | -4.8% | -4.9% | -8.9% |
| YTD | -11.9% | +21.0% | -32.9% | -15.3% |
| 1Y | -16.7% | +15.1% | -31.8% | -19.4% |
| All | -16.7% | +12.6% | -29.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling