+64.9%
DDOG vs JAAA
+30.3%
+34.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.6% |
| 30D | -31.6% | +0.4% | -32.1% | -32.4% |
| 3M | -27.0% | +1.2% | -28.2% | -29.2% |
| 6M | -10.3% | +2.3% | -12.6% | -15.4% |
| YTD | +35.4% | +4.0% | +31.4% | +22.9% |
| 1Y | -1.0% | +4.8% | -5.8% | -11.7% |
| 3Y | +76.7% | +18.4% | +58.2% | +33.6% |
| 5Y | -4.6% | +27.5% | -32.1% | -34.8% |
| All | +64.9% | +30.3% | +34.6% | +3.1% |
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 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