+19.8%
DDOG vs JAAA
+4.8%
+15.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -32.2% | +0.2% | -32.4% | -33.1% |
| 30D | -31.7% | +0.4% | -32.2% | -34.4% |
| 3M | -34.5% | +1.2% | -35.7% | -41.8% |
| 6M | +28.7% | +2.3% | +26.3% | +1.7% |
| YTD | +38.8% | +3.9% | +34.9% | +0.5% |
| 1Y | +19.8% | +4.8% | +15.0% | -15.1% |
| All | +19.8% | +4.8% | +15.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling