+76.7%
DDOG vs XOP
+43.8%
+32.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +2.9% | +6.3% | -3.5% | +0.8% |
| 30D | -31.6% | -6.6% | -25.0% | -30.0% |
| 3M | -27.0% | +3.6% | -30.5% | -27.8% |
| 6M | -10.3% | +10.8% | -21.1% | -13.5% |
| YTD | +35.4% | +48.3% | -12.8% | +14.5% |
| 1Y | -1.0% | +42.9% | -43.9% | -14.9% |
| 3Y | +76.7% | +43.3% | +33.4% | +47.8% |
| All | +76.7% | +43.8% | +32.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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