+391.2%
DDOG vs JD
+1.2%
+390.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +5.6% | -4.0% | +9.7% | +6.9% |
| 30D | -34.9% | +2.7% | -37.5% | -35.7% |
| 3M | -23.4% | -13.0% | -10.4% | -20.9% |
| 6M | -7.7% | -12.7% | +5.0% | -5.0% |
| YTD | +35.6% | -0.8% | +36.4% | +33.6% |
| 1Y | -3.4% | -8.9% | +5.5% | -2.3% |
| 3Y | +78.0% | +17.0% | +60.9% | +50.8% |
| 5Y | -4.4% | -63.5% | +59.1% | +16.9% |
| All | +391.2% | +1.2% | +390.0% | +222.0% |
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