+211.6%
XOM vs DDOG
+449.5%
-237.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +1.9% | +3.2% | -1.4% | +1.7% |
| 30D | +4.1% | -10.2% | +14.2% | +4.4% |
| 3M | +10.4% | -2.6% | +13.0% | +10.2% |
| 6M | +13.0% | +80.1% | -67.1% | +9.9% |
| YTD | +40.1% | +63.0% | -23.0% | +36.4% |
| 1Y | +51.1% | +59.4% | -8.2% | +47.0% |
| 3Y | +57.7% | +127.0% | -69.3% | +48.9% |
| 5Y | +264.7% | +61.7% | +203.1% | +239.8% |
| All | +211.6% | +449.5% | -237.9% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling