+55.0%
DDOG vs SLB
+132.5%
-77.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -10.1% | +0.8% | -11.0% | -10.2% |
| 30D | -24.8% | +15.8% | -40.6% | -25.8% |
| 3M | -12.6% | -0.3% | -12.2% | -12.6% |
| 6M | +79.9% | +21.3% | +58.6% | +75.3% |
| YTD | +56.6% | +52.3% | +4.3% | +47.8% |
| 1Y | +61.6% | +63.6% | -2.0% | +50.8% |
| 3Y | +117.9% | +3.8% | +114.1% | +109.2% |
| All | +55.0% | +132.5% | -77.5% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling