+131.7%
CVX vs DDOG
+342.1%
-210.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -6.2% | -19.1% | +12.9% | -5.1% |
| 30D | -0.4% | -39.2% | +38.8% | +2.4% |
| 3M | +9.3% | -31.6% | +40.9% | +11.4% |
| 6M | +18.4% | -10.9% | +29.3% | +18.1% |
| YTD | +42.5% | +31.2% | +11.3% | +37.4% |
| 1Y | +41.0% | -10.7% | +51.7% | +40.0% |
| 3Y | +67.5% | +72.1% | -4.6% | +55.3% |
| 5Y | +126.1% | -5.5% | +131.6% | +113.3% |
| All | +131.7% | +342.1% | -210.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 all: compounded portfolio wealth divided by compounded DDOG 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…
all analysis · Full analysis span regression · 6 months rolling