+64.3%
DDOG vs OXY
+157.3%
-93.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 3M | -0.9% | +8.9% | -9.8% | -2.6% |
| 6M | +75.2% | +12.5% | +62.8% | +70.3% |
| YTD | +65.7% | +50.5% | +15.2% | +51.0% |
| 1Y | +60.4% | +38.6% | +21.8% | +48.5% |
| 3Y | +130.7% | -1.2% | +131.9% | +123.6% |
| All | +64.3% | +157.3% | -93.1% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling