+76.7%
DDOG vs JD
+17.9%
+58.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +2.9% | -4.1% | +7.0% | +3.2% |
| 30D | -31.6% | +4.6% | -36.2% | -32.0% |
| 3M | -27.0% | -4.7% | -22.2% | -26.7% |
| 6M | -10.3% | -17.4% | +7.1% | -8.6% |
| YTD | +35.4% | +0.7% | +34.7% | +34.5% |
| 1Y | -1.0% | -5.9% | +4.9% | -1.0% |
| 3Y | +76.7% | +18.9% | +57.8% | +78.4% |
| All | +76.7% | +17.9% | +58.8% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling