+375.1%
DDOG vs ON
+254.1%
+121.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -19.1% | -4.1% | -15.0% | -18.1% |
| 30D | -39.2% | -10.2% | -29.0% | -37.1% |
| 3M | -31.6% | -12.7% | -18.8% | -29.2% |
| 6M | -10.9% | -32.5% | +21.7% | -5.3% |
| YTD | +31.2% | +28.6% | +2.6% | +9.3% |
| 1Y | -10.7% | +43.4% | -54.1% | -28.6% |
| 3Y | +72.1% | +3.3% | +68.8% | +41.0% |
| 5Y | -5.5% | +22.5% | -28.0% | -27.8% |
| All | +375.1% | +254.1% | +121.0% | +168.6% |
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