-36.9%
RKT vs FXI
-12.7%
-24.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -7.2% | -2.8% | -4.4% | -5.7% |
| 30D | -7.9% | -3.7% | -4.2% | -5.9% |
| 3M | +5.2% | -0.4% | +5.6% | +5.4% |
| 6M | -14.9% | -5.4% | -9.5% | -11.3% |
| YTD | -31.9% | -9.6% | -22.3% | -26.6% |
| 1Y | -36.9% | -11.9% | -25.0% | -32.4% |
| All | -36.9% | -12.7% | -24.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling