-4.9%
FXI vs DOCS
-73.4%
+68.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.8% |
| 7D | +1.0% | -1.4% | +2.5% | +1.2% |
| 30D | -0.6% | +21.8% | -22.4% | -2.9% |
| 3M | +1.9% | +27.3% | -25.4% | -1.0% |
| 6M | -0.2% | -0.3% | +0.2% | -1.3% |
| YTD | -5.6% | -40.5% | +34.9% | -1.9% |
| 1Y | -4.7% | -61.5% | +56.9% | +3.5% |
| 3Y | +38.0% | +8.2% | +29.9% | +26.3% |
| All | -4.9% | -73.4% | +68.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling