+59.9%
DDOG vs ON
+57.7%
+2.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | +7.7% | -1.9% | +9.5% | +8.3% |
| 30D | -13.6% | -11.0% | -2.6% | -10.4% |
| 3M | -0.9% | -39.3% | +38.4% | +11.9% |
| 6M | +75.2% | +19.8% | +55.4% | +46.5% |
| YTD | +65.7% | +31.1% | +34.6% | +32.3% |
| 1Y | +60.4% | +46.0% | +14.4% | +20.6% |
| 3Y | +130.7% | -27.5% | +158.2% | +116.2% |
| 5Y | +59.9% | +56.9% | +3.0% | +7.4% |
| All | +59.9% | +57.7% | +2.1% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling