+58.8%
XOM vs DDOG
+129.4%
-70.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -4.9% | +2.3% |
| 7D | 0.0% | +7.7% | -7.6% | +0.1% |
| 30D | +3.4% | -13.6% | +17.1% | +3.3% |
| 3M | +11.0% | -0.9% | +11.9% | +11.0% |
| 6M | +10.6% | +75.2% | -64.6% | +11.6% |
| YTD | +39.2% | +65.7% | -26.4% | +40.5% |
| 1Y | +52.7% | +60.4% | -7.7% | +54.3% |
| All | +58.8% | +129.4% | -70.7% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling