+121.1%
DDOG vs OXY
-1.9%
+123.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +7.0% |
| 7D | +7.7% | +0.6% | +7.0% | +7.6% |
| 30D | -13.6% | +4.5% | -18.1% | -14.0% |
| 3M | -0.9% | +8.9% | -9.8% | -1.7% |
| 6M | +75.2% | +12.5% | +62.8% | +72.2% |
| YTD | +65.7% | +50.5% | +15.2% | +53.8% |
| 1Y | +60.4% | +38.6% | +21.8% | +51.2% |
| All | +121.1% | -1.9% | +123.0% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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