+499.9%
DDOG vs FXI
-0.4%
+500.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.9% |
| 7D | +7.7% | -2.8% | +10.5% | +9.2% |
| 30D | -13.6% | -5.3% | -8.3% | -11.2% |
| 3M | -0.9% | +0.3% | -1.3% | -1.2% |
| 6M | +75.2% | -4.6% | +79.8% | +78.9% |
| YTD | +65.7% | -9.1% | +74.7% | +73.3% |
| 1Y | +60.4% | -12.0% | +72.3% | +70.8% |
| 3Y | +130.7% | +38.6% | +92.0% | +78.0% |
| 5Y | +59.9% | -6.6% | +66.5% | +59.6% |
| All | +499.9% | -0.4% | +500.4% | +404.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling