+467.1%
DDOG vs AON
+75.8%
+391.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -10.1% | -9.1% | -1.1% | -6.5% |
| 30D | -24.8% | -10.2% | -14.6% | -21.4% |
| 3M | -12.6% | +0.5% | -13.1% | -14.0% |
| 6M | +79.9% | -4.8% | +84.8% | +81.7% |
| YTD | +56.6% | -8.0% | +64.6% | +60.0% |
| 1Y | +61.6% | -13.1% | +74.6% | +69.1% |
| 3Y | +117.9% | -1.3% | +119.2% | +108.4% |
| 5Y | +54.2% | +14.9% | +39.3% | +35.3% |
| All | +467.1% | +75.8% | +391.3% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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