+49.2%
DDOG vs FXI
-4.8%
+54.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.1% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | -10.1% | -3.2% | -6.9% | -8.7% |
| 3M | -9.3% | +1.7% | -10.9% | -10.0% |
| 6M | +67.2% | -1.6% | +68.7% | +67.9% |
| YTD | +54.6% | -7.9% | +62.5% | +60.2% |
| 1Y | +54.1% | -9.6% | +63.7% | +61.2% |
| 3Y | +115.3% | +40.5% | +74.8% | +69.2% |
| All | +49.2% | -4.8% | +54.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling