+121.1%
DDOG vs JAAA
+18.9%
+102.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.1% | +7.0% |
| 7D | +7.7% | +0.1% | +7.6% | +7.1% |
| 30D | -13.6% | +0.5% | -14.1% | -15.7% |
| 3M | -0.9% | +1.2% | -2.2% | -7.5% |
| 6M | +75.2% | +2.7% | +72.5% | +51.4% |
| YTD | +65.7% | +3.2% | +62.5% | +40.0% |
| 1Y | +60.4% | +4.8% | +55.6% | +25.7% |
| All | +121.1% | +18.9% | +102.2% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling