+84.2%
JNJ vs DDOG
+61.1%
+23.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | +3.9% | -7.4% | -3.4% |
| 30D | +2.3% | -8.2% | +10.5% | +2.1% |
| 3M | +12.0% | -5.6% | +17.5% | +12.0% |
| 6M | +10.5% | +73.5% | -63.0% | +12.2% |
| YTD | +30.4% | +62.7% | -32.3% | +32.4% |
| 1Y | +52.1% | +59.0% | -6.8% | +54.6% |
| 3Y | +77.8% | +117.1% | -39.3% | +81.6% |
| All | +84.2% | +61.1% | +23.0% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling