+115.3%
DDOG vs ON
-28.0%
+143.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.6% |
| 7D | -6.1% | -2.2% | -3.9% | -5.8% |
| 30D | -10.1% | -12.4% | +2.3% | -8.4% |
| 3M | -9.3% | -41.2% | +31.9% | -3.2% |
| 6M | +67.2% | +25.0% | +42.2% | +47.6% |
| YTD | +54.6% | +31.3% | +23.3% | +34.3% |
| 1Y | +54.1% | +45.4% | +8.7% | +29.5% |
| 3Y | +115.3% | -27.4% | +142.7% | +112.2% |
| All | +115.3% | -28.0% | +143.3% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling