+200.7%
XOM vs DDOG
+427.7%
-227.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +1.8% | -10.1% | +11.9% | +2.1% |
| 30D | +5.9% | -24.8% | +30.7% | +6.7% |
| 3M | +5.6% | -12.6% | +18.2% | +5.8% |
| 6M | +7.9% | +79.9% | -72.1% | +4.8% |
| YTD | +35.2% | +56.6% | -21.4% | +31.8% |
| 1Y | +46.0% | +61.6% | -15.6% | +41.8% |
| 3Y | +55.0% | +117.9% | -62.8% | +46.6% |
| 5Y | +246.3% | +54.2% | +192.1% | +223.3% |
| All | +200.7% | +427.7% | -227.0% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling