+391.0%
DDOG vs FXI
-2.3%
+393.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +4.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.4% |
| 30D | -35.8% | -0.6% | -35.2% | -36.0% |
| 3M | -25.3% | -4.9% | -20.4% | -23.9% |
| 6M | -8.9% | -8.8% | -0.1% | -5.0% |
| YTD | +35.6% | -10.7% | +46.3% | +42.4% |
| 1Y | -6.8% | -15.2% | +8.4% | +0.7% |
| 3Y | +77.9% | +42.5% | +35.4% | +33.6% |
| 5Y | -3.1% | -7.8% | +4.7% | -2.7% |
| All | +391.0% | -2.3% | +393.3% | +314.1% |
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