+490.5%
DDOG vs JCI
+270.7%
+219.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | -10.2% | -7.7% | -2.4% | -7.4% |
| 3M | -2.6% | +2.8% | -5.4% | -4.3% |
| 6M | +80.1% | +7.2% | +72.9% | +70.9% |
| YTD | +63.0% | +20.0% | +43.1% | +45.3% |
| 1Y | +59.4% | +33.3% | +26.1% | +34.7% |
| 3Y | +127.0% | +161.3% | -34.3% | +37.4% |
| 5Y | +61.7% | +108.8% | -47.1% | +2.9% |
| All | +490.5% | +270.7% | +219.8% | +280.3% |
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