+376.8%
DDOG vs SLB
+53.9%
+322.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.5% |
| 7D | -23.9% | -7.1% | -16.8% | -23.2% |
| 30D | -34.0% | +4.1% | -38.1% | -34.2% |
| 3M | -21.9% | -2.6% | -19.3% | -21.7% |
| 6M | +24.6% | -8.6% | +33.1% | +25.4% |
| YTD | +31.7% | +32.2% | -0.5% | +25.7% |
| 1Y | -6.2% | +40.7% | -46.8% | -11.2% |
| 3Y | +125.1% | -4.5% | +129.6% | +120.5% |
| 5Y | -3.5% | +66.4% | -69.9% | -13.0% |
| All | +376.8% | +53.9% | +322.9% | +376.5% |
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