+459.9%
DDOG vs JD
+1.9%
+458.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -6.1% | -0.8% | -5.3% | -5.9% |
| 30D | -10.1% | -16.0% | +5.9% | -5.5% |
| 3M | -9.3% | -3.2% | -6.1% | -8.7% |
| 6M | +67.2% | +6.1% | +61.1% | +62.3% |
| YTD | +54.6% | -0.1% | +54.7% | +52.8% |
| 1Y | +54.1% | -12.7% | +66.8% | +58.4% |
| 3Y | +115.3% | -6.3% | +121.6% | +99.2% |
| 5Y | +50.6% | -61.3% | +112.0% | +79.7% |
| All | +459.9% | +1.9% | +458.0% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling