-12.6%
FXI vs DOCN
+74.7%
-87.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +5.7% | -19.2% | +24.8% | +7.9% |
| 30D | +4.6% | -43.1% | +47.6% | +10.7% |
| 3M | -2.8% | -40.7% | +37.9% | +1.8% |
| 6M | -6.1% | -55.0% | +48.9% | +0.6% |
| YTD | -8.0% | +50.6% | -58.7% | -18.4% |
| 1Y | -11.3% | +54.0% | -65.3% | -21.7% |
| 3Y | +42.6% | +203.9% | -161.3% | +8.6% |
| 5Y | -0.1% | -29.4% | +29.3% | -15.8% |
| All | -12.6% | +74.7% | -87.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling