+467.1%
DDOG vs ON
+278.3%
+188.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.1% |
| 7D | -10.1% | +2.4% | -12.6% | -10.8% |
| 30D | -24.8% | -3.3% | -21.5% | -24.3% |
| 3M | -12.6% | -43.6% | +31.0% | +0.2% |
| 6M | +79.9% | +19.0% | +61.0% | +56.1% |
| YTD | +56.6% | +37.4% | +19.2% | +28.6% |
| 1Y | +61.6% | +54.8% | +6.8% | +25.7% |
| 3Y | +117.9% | -25.2% | +143.0% | +102.5% |
| 5Y | +54.2% | +62.7% | -8.5% | +9.6% |
| All | +467.1% | +278.3% | +188.7% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling