+19.8%
DDOG vs FXI
-10.5%
+30.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.2% | -18.6% | -15.4% |
| 7D | -32.2% | +6.6% | -38.8% | -33.7% |
| 30D | -31.7% | +2.2% | -33.9% | -31.9% |
| 3M | -34.5% | -4.7% | -29.8% | -32.4% |
| 6M | +28.7% | -4.7% | +33.3% | +32.3% |
| YTD | +38.8% | -9.0% | +47.8% | +43.8% |
| 1Y | +19.8% | -10.5% | +30.3% | +27.9% |
| All | +19.8% | -10.5% | +30.4% | +27.9% |
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