+98.6%
DDOG vs JAAA
+29.3%
+69.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +3.2% | +0.1% | +3.2% | +3.0% |
| 30D | -10.2% | +0.4% | -10.6% | -11.1% |
| 3M | -2.6% | +1.2% | -3.8% | -5.5% |
| 6M | +80.1% | +2.7% | +77.5% | +68.7% |
| YTD | +63.0% | +3.2% | +59.9% | +51.0% |
| 1Y | +59.4% | +4.8% | +54.5% | +42.5% |
| 3Y | +127.0% | +19.0% | +108.1% | +72.6% |
| 5Y | +61.7% | +26.8% | +34.9% | +12.0% |
| All | +98.6% | +29.3% | +69.3% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling