+221.8%
FXI vs ROK
+1,643.3%
-1,421.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | +1.0% | +0.7% | +0.4% | +0.7% |
| 30D | -0.6% | -3.3% | +2.8% | +0.9% |
| 3M | +1.9% | -5.9% | +7.8% | +3.9% |
| 6M | -0.2% | +13.9% | -14.0% | -7.8% |
| YTD | -5.6% | +12.6% | -18.2% | -12.9% |
| 1Y | -4.7% | +28.6% | -33.3% | -17.8% |
| 3Y | +38.0% | +45.1% | -7.1% | +5.8% |
| 5Y | -2.7% | +45.6% | -48.2% | -29.1% |
| 10Y | +19.9% | +345.0% | -325.1% | -58.9% |
| All | +221.8% | +1,643.3% | -1,421.5% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling