-12.6%
FXI vs DOCN
+70.4%
-82.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.9% | +16.9% | +2.8% |
| 7D | +6.9% | -29.3% | +36.2% | +10.7% |
| 30D | +3.5% | -46.0% | +49.5% | +10.2% |
| 3M | -3.2% | -43.2% | +40.0% | +1.9% |
| 6M | -3.5% | -53.7% | +50.2% | +3.0% |
| YTD | -8.1% | +46.9% | -55.0% | -18.1% |
| 1Y | -10.5% | +54.3% | -64.9% | -21.0% |
| 3Y | +43.0% | +185.5% | -142.5% | +9.9% |
| 5Y | -0.1% | -31.1% | +31.0% | -15.6% |
| All | -12.6% | +70.4% | -82.9% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling