-5.5%
DDOG vs FXI
-2.8%
-2.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -19.1% | +3.7% | -22.8% | -20.9% |
| 30D | -39.2% | +0.5% | -39.7% | -39.6% |
| 3M | -31.6% | -5.7% | -25.9% | -30.0% |
| 6M | -10.9% | -6.9% | -4.0% | -8.2% |
| YTD | +31.2% | -9.5% | +40.6% | +36.5% |
| 1Y | -10.7% | -14.0% | +3.3% | -4.5% |
| 3Y | +72.1% | +44.5% | +27.6% | +30.2% |
| 5Y | -5.5% | -2.8% | -2.7% | -0.6% |
| All | -5.5% | -2.8% | -2.7% | -0.6% |
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