-15.2%
FXI vs DOCN
+70.8%
-86.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.6% | -11.0% | -1.6% |
| 7D | -1.9% | +3.7% | -5.7% | -2.0% |
| 30D | -0.6% | -33.7% | +33.0% | +0.5% |
| 3M | -4.9% | -27.9% | +23.0% | -4.2% |
| 6M | -8.8% | -46.4% | +37.6% | -7.1% |
| YTD | -10.7% | +81.1% | -91.9% | -18.5% |
| 1Y | -15.2% | +74.3% | -89.5% | -22.6% |
| All | -15.2% | +70.8% | -86.0% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling