-16.2%
FXI vs DOCN
+108.0%
-124.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | -4.2% | +19.1% | -23.3% | -6.2% |
| 30D | -1.1% | -21.0% | +19.9% | +0.9% |
| 3M | -4.0% | -34.7% | +30.8% | -0.5% |
| 6M | -11.8% | -45.8% | +33.9% | -7.5% |
| YTD | -11.9% | +79.4% | -91.3% | -23.4% |
| 1Y | -16.1% | +91.0% | -107.1% | -27.8% |
| 3Y | +38.8% | +237.5% | -198.7% | +4.8% |
| 5Y | -9.1% | -30.4% | +21.3% | -23.9% |
| All | -16.2% | +108.0% | -124.2% | -35.1% |
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