-10.2%
FXI vs DOCN
+171.0%
-181.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | -0.6% | -9.6% | +9.1% | +0.3% |
| 3M | +1.9% | -37.7% | +39.6% | +6.8% |
| 6M | -0.2% | +115.2% | -115.4% | -13.2% |
| YTD | -5.6% | +133.7% | -139.3% | -19.4% |
| 1Y | -4.7% | +250.2% | -254.8% | -23.7% |
| 3Y | +38.0% | +320.3% | -282.3% | +2.5% |
| 5Y | -2.7% | +53.1% | -55.8% | -22.8% |
| All | -10.2% | +171.0% | -181.2% | -31.7% |
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