+51.1%
DDOG vs ONON
-23.0%
+74.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.3% |
| 7D | -6.1% | -1.7% | -4.4% | -5.5% |
| 30D | -10.1% | -27.4% | +17.2% | +0.8% |
| 3M | -9.3% | -26.5% | +17.3% | +0.8% |
| 6M | +67.2% | -34.2% | +101.4% | +90.9% |
| YTD | +54.6% | -41.3% | +95.9% | +84.3% |
| 1Y | +54.1% | -39.7% | +93.8% | +78.8% |
| 3Y | +115.3% | -7.8% | +123.1% | +91.9% |
| All | +51.1% | -23.0% | +74.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling