+459.9%
DDOG vs OXY
+52.1%
+407.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -10.1% | +8.5% | -18.6% | -11.0% |
| 3M | -9.3% | +6.0% | -15.3% | -10.2% |
| 6M | +67.2% | +13.0% | +54.2% | +63.6% |
| YTD | +54.6% | +48.9% | +5.7% | +45.1% |
| 1Y | +54.1% | +36.4% | +17.7% | +46.3% |
| 3Y | +115.3% | -2.3% | +117.6% | +111.2% |
| 5Y | +50.6% | +160.6% | -110.0% | +31.6% |
| All | +459.9% | +52.1% | +407.7% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling