+54.9%
JNJ vs DDOG
+56.9%
-1.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -4.3% | +3.2% | -7.6% | -4.2% |
| 30D | +3.0% | -10.2% | +13.2% | +2.7% |
| 3M | +12.2% | -2.6% | +14.8% | +12.4% |
| 6M | +10.5% | +80.1% | -69.7% | +13.0% |
| YTD | +30.8% | +63.0% | -32.3% | +34.3% |
| 1Y | +54.9% | +59.4% | -4.4% | +59.1% |
| All | +54.9% | +56.9% | -1.9% | +59.1% |
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