+51.2%
JNJ vs DDOG
+19.2%
+32.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -14.4% | +18.2% | +3.1% |
| 7D | +1.9% | -32.2% | +34.2% | +0.3% |
| 30D | +9.2% | -31.7% | +41.0% | +7.6% |
| 3M | +8.9% | -34.5% | +43.4% | +7.4% |
| 6M | +24.6% | +28.7% | -4.1% | +26.2% |
| YTD | +35.7% | +38.8% | -3.1% | +39.0% |
| 1Y | +51.2% | +19.8% | +31.4% | +55.1% |
| All | +51.2% | +19.2% | +32.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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