+467.1%
DDOG vs SLB
+77.3%
+389.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 3M | -12.6% | -0.3% | -12.2% | -12.7% |
| 6M | +79.9% | +21.3% | +58.6% | +74.7% |
| YTD | +56.6% | +52.3% | +4.3% | +47.1% |
| 1Y | +61.6% | +63.6% | -2.0% | +50.2% |
| 3Y | +117.9% | +3.8% | +114.1% | +111.3% |
| 5Y | +54.2% | +128.6% | -74.4% | +33.6% |
| All | +467.1% | +77.3% | +389.7% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling