-3.6%
DDOG vs ONON
-10.9%
+7.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +2.9% | -10.0% | +12.8% | +6.7% |
| 30D | -31.6% | -5.3% | -26.4% | -31.1% |
| 3M | -27.0% | +6.5% | -33.4% | -29.8% |
| 6M | -10.3% | -5.0% | -5.3% | -11.1% |
| YTD | +35.4% | -27.6% | +63.1% | +47.1% |
| 1Y | -1.0% | -20.7% | +19.7% | +3.4% |
| 3Y | +76.7% | +26.6% | +50.0% | +35.1% |
| All | -3.6% | -10.9% | +7.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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