-10.1%
DDOG vs SLB
+39.9%
-50.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.4% |
| 7D | -16.9% | -3.7% | -13.2% | -17.1% |
| 30D | -38.8% | +2.9% | -41.7% | -38.4% |
| 3M | -23.2% | +0.2% | -23.4% | -22.7% |
| 6M | -10.3% | -4.4% | -5.8% | -9.9% |
| YTD | +32.1% | +33.4% | -1.3% | +28.6% |
| All | -10.1% | +39.9% | -50.0% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling