+378.3%
DDOG vs JD
+4.5%
+373.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.1% |
| 7D | -16.9% | +7.9% | -24.8% | -18.9% |
| 30D | -38.8% | +4.8% | -43.5% | -39.9% |
| 3M | -23.2% | -13.9% | -9.3% | -20.3% |
| 6M | -10.3% | -5.8% | -4.5% | -9.7% |
| YTD | +32.1% | +2.4% | +29.7% | +28.9% |
| 1Y | -6.1% | -7.5% | +1.5% | -5.4% |
| 3Y | +79.2% | +20.9% | +58.3% | +50.5% |
| 5Y | -8.6% | -58.0% | +49.4% | +6.0% |
| All | +378.3% | +4.5% | +373.9% | +210.7% |
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