-10.1%
DDOG vs JD
-6.7%
-3.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -16.9% | +7.9% | -24.8% | -17.2% |
| 30D | -38.8% | +4.8% | -43.5% | -38.7% |
| 3M | -23.2% | -13.9% | -9.3% | -20.2% |
| 6M | -10.3% | -5.8% | -4.5% | -9.0% |
| YTD | +32.1% | +2.4% | +29.7% | +27.9% |
| All | -10.1% | -6.7% | -3.4% | -9.4% |
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 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