+391.2%
DDOG vs SLB
+57.0%
+334.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.6% | +2.6% | +3.1% | +5.3% |
| 30D | -34.9% | +4.4% | -39.3% | -35.1% |
| 3M | -23.4% | -2.7% | -20.7% | -23.2% |
| 6M | -7.7% | -7.5% | -0.2% | -7.2% |
| YTD | +35.6% | +34.8% | +0.8% | +29.2% |
| 1Y | -3.4% | +44.6% | -48.0% | -8.8% |
| 3Y | +78.0% | +3.2% | +74.8% | +73.1% |
| 5Y | -4.4% | +73.6% | -78.0% | -14.3% |
| All | +391.2% | +57.0% | +334.3% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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