+19.8%
DDOG vs ON
+41.6%
-21.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.9% | -12.5% | -14.4% |
| 7D | -32.2% | -5.8% | -26.4% | -32.2% |
| 30D | -31.7% | -17.1% | -14.6% | -32.0% |
| 3M | -34.5% | -11.8% | -22.7% | -34.7% |
| 6M | +28.7% | -30.2% | +58.8% | +25.3% |
| YTD | +38.8% | +31.6% | +7.2% | +25.8% |
| 1Y | +19.8% | +47.6% | -27.7% | +11.9% |
| All | +19.8% | +41.6% | -21.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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