-6.4%
DDOG vs JD
-58.0%
+51.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -23.9% | +13.4% | -37.3% | -26.5% |
| 30D | -34.0% | +7.7% | -41.7% | -35.5% |
| 3M | -21.9% | -11.3% | -10.6% | -19.9% |
| 6M | +24.6% | -5.1% | +29.7% | +25.1% |
| YTD | +31.7% | +5.0% | +26.6% | +28.1% |
| 1Y | -6.2% | -5.6% | -0.5% | -6.0% |
| 3Y | +125.1% | +17.8% | +107.3% | +94.6% |
| All | -6.4% | -58.0% | +51.5% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling