+490.5%
DDOG vs ON
+256.9%
+233.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.2% |
| 7D | +3.2% | -4.7% | +8.0% | +4.7% |
| 30D | -10.2% | -13.5% | +3.3% | -6.3% |
| 3M | -2.6% | -36.3% | +33.7% | +7.4% |
| 6M | +80.1% | +17.8% | +62.4% | +56.7% |
| YTD | +63.0% | +29.6% | +33.5% | +36.2% |
| 1Y | +59.4% | +45.8% | +13.6% | +26.1% |
| 3Y | +127.0% | -28.3% | +155.4% | +113.3% |
| 5Y | +61.7% | +49.6% | +12.0% | +17.6% |
| All | +490.5% | +256.9% | +233.5% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling