+467.1%
DDOG vs JD
+4.0%
+463.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.4% |
| 7D | -10.1% | -1.7% | -8.5% | -9.7% |
| 30D | -24.8% | -13.2% | -11.7% | -21.7% |
| 3M | -12.6% | -3.2% | -9.4% | -12.1% |
| 6M | +79.9% | +15.2% | +64.7% | +70.3% |
| YTD | +56.6% | +2.0% | +54.6% | +53.8% |
| 1Y | +61.6% | -5.4% | +67.0% | +62.1% |
| 3Y | +117.9% | -9.1% | +127.0% | +104.3% |
| 5Y | +54.2% | -59.6% | +113.8% | +80.8% |
| All | +467.1% | +4.0% | +463.0% | +270.8% |
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