+467.1%
DDOG vs JCI
+276.2%
+190.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | -10.1% | +3.8% | -14.0% | -11.5% |
| 30D | -24.8% | -5.7% | -19.1% | -23.3% |
| 3M | -12.6% | -1.4% | -11.2% | -12.7% |
| 6M | +79.9% | +4.1% | +75.8% | +73.0% |
| YTD | +56.6% | +21.7% | +34.8% | +38.8% |
| 1Y | +61.6% | +36.1% | +25.4% | +35.4% |
| 3Y | +117.9% | +154.4% | -36.6% | +33.7% |
| 5Y | +54.2% | +112.0% | -57.8% | -2.4% |
| All | +467.1% | +276.2% | +190.9% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling