+212.8%
RDDT vs FXI
+50.0%
+162.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +2.1% | -3.9% | +6.0% | +4.5% |
| 30D | +2.8% | -2.1% | +4.9% | +4.0% |
| 3M | -8.9% | -0.5% | -8.5% | -8.8% |
| 6M | +15.1% | -4.5% | +19.6% | +18.0% |
| YTD | -31.4% | -9.2% | -22.1% | -27.7% |
| 1Y | -39.4% | -13.8% | -25.7% | -34.3% |
| All | +212.8% | +50.0% | +162.8% | +103.7% |
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