+19.8%
DDOG vs JD
-9.8%
+29.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.0% | -17.5% | -14.5% |
| 7D | -32.2% | +9.0% | -41.2% | -32.6% |
| 30D | -31.7% | +5.2% | -36.9% | -31.9% |
| 3M | -34.5% | -15.9% | -18.6% | -32.1% |
| 6M | +28.7% | -7.7% | +36.3% | +30.0% |
| YTD | +38.8% | +0.1% | +38.7% | +35.5% |
| 1Y | +19.8% | -9.7% | +29.6% | +20.5% |
| All | +19.8% | -9.8% | +29.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling