+90.7%
DDOG vs JAAA
+29.3%
+61.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -1.1% |
| 7D | -10.1% | +0.2% | -10.3% | -10.6% |
| 30D | -24.8% | +0.5% | -25.3% | -25.8% |
| 3M | -12.6% | +1.3% | -13.9% | -15.4% |
| 6M | +79.9% | +2.7% | +77.3% | +68.5% |
| YTD | +56.6% | +3.2% | +53.4% | +45.0% |
| 1Y | +61.6% | +4.9% | +56.7% | +44.1% |
| 3Y | +117.9% | +19.0% | +98.9% | +65.6% |
| 5Y | +54.2% | +26.8% | +27.4% | +6.8% |
| All | +90.7% | +29.3% | +61.4% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling