+391.0%
DDOG vs JD
+2.5%
+388.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -35.8% | +4.2% | -40.0% | -36.9% |
| 3M | -25.3% | -12.8% | -12.5% | -22.8% |
| 6M | -8.9% | -8.8% | -0.1% | -7.4% |
| YTD | +35.6% | +0.5% | +35.1% | +33.0% |
| 1Y | -6.8% | -8.8% | +1.9% | -5.8% |
| 3Y | +77.9% | +18.6% | +59.3% | +50.2% |
| 5Y | -3.1% | -62.2% | +59.1% | +17.1% |
| All | +391.0% | +2.5% | +388.5% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling