+390.4%
DDOG vs JCI
+262.6%
+127.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +2.9% | +3.2% | -0.3% | +1.5% |
| 30D | -31.6% | -8.6% | -23.0% | -28.6% |
| 3M | -27.0% | -7.7% | -19.2% | -24.1% |
| 6M | -10.3% | -2.6% | -7.7% | -9.8% |
| YTD | +35.4% | +17.4% | +18.1% | +22.7% |
| 1Y | -1.0% | +16.9% | -17.9% | -10.1% |
| 3Y | +76.7% | +186.7% | -110.1% | +3.1% |
| 5Y | -4.6% | +95.4% | -100.0% | -37.7% |
| All | +390.4% | +262.6% | +127.8% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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