+213.4%
FXI vs DOC
+183.7%
+29.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +6.9% | +6.2% | +0.7% | +4.2% |
| 30D | +3.5% | +6.5% | -3.0% | +0.7% |
| 3M | -3.2% | -6.2% | +3.1% | -0.8% |
| 6M | -3.5% | +25.6% | -29.1% | -13.5% |
| YTD | -8.1% | +32.1% | -40.1% | -19.7% |
| 1Y | -10.5% | +20.3% | -30.8% | -18.8% |
| 3Y | +43.0% | +42.7% | +0.3% | +17.4% |
| 5Y | -0.1% | -22.2% | +22.1% | +4.8% |
| 10Y | +22.7% | +16.5% | +6.2% | -5.4% |
| All | +213.4% | +183.7% | +29.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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