+115.3%
DDOG vs FXI
+40.3%
+74.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -6.1% | -1.0% | -5.1% | -5.9% |
| 30D | -10.1% | -3.2% | -6.9% | -9.3% |
| 3M | -9.3% | +1.7% | -10.9% | -9.6% |
| 6M | +67.2% | -1.6% | +68.7% | +67.7% |
| YTD | +54.6% | -7.9% | +62.5% | +57.7% |
| 1Y | +54.1% | -9.6% | +63.7% | +58.1% |
| 3Y | +115.3% | +40.5% | +74.8% | +113.1% |
| All | +115.3% | +40.3% | +74.9% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling