+19.2%
FXI vs ROK
+264.0%
-244.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.2% | +7.1% | -11.3% | -6.1% |
| 30D | -1.1% | -5.0% | +3.8% | -0.3% |
| 3M | -4.0% | -9.4% | +5.4% | -1.9% |
| 6M | -11.8% | -11.0% | -0.8% | -10.0% |
| YTD | -11.9% | +4.4% | -16.3% | -14.8% |
| 1Y | -16.1% | +7.4% | -23.5% | -19.7% |
| 3Y | +38.8% | +61.0% | -22.2% | +13.5% |
| 5Y | -9.1% | +30.4% | -39.4% | -22.0% |
| All | +19.2% | +264.0% | -244.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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