-3.6%
DDOG vs SLB
+76.5%
-80.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +2.9% | +3.5% | -0.6% | +2.5% |
| 30D | -31.6% | +6.5% | -38.1% | -32.0% |
| 3M | -27.0% | -0.2% | -26.8% | -27.0% |
| 6M | -10.3% | -5.7% | -4.6% | -9.9% |
| YTD | +35.4% | +36.8% | -1.4% | +28.5% |
| 1Y | -1.0% | +45.8% | -46.8% | -6.9% |
| 3Y | +76.7% | +3.4% | +73.3% | +69.7% |
| All | -3.6% | +76.5% | -80.1% | -8.2% |
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