+78.8%
JNJ vs DDOG
+129.4%
-50.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -7.9% | -0.4% |
| 7D | -3.0% | +7.7% | -10.6% | -2.6% |
| 30D | +2.5% | -13.6% | +16.1% | +2.0% |
| 3M | +13.2% | -0.9% | +14.2% | +13.5% |
| 6M | +11.3% | +75.2% | -64.0% | +14.8% |
| YTD | +31.1% | +65.7% | -34.5% | +35.3% |
| 1Y | +54.3% | +60.4% | -6.1% | +59.5% |
| All | +78.8% | +129.4% | -50.6% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling