+257.3%
JPM vs DDOG
+449.5%
-192.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -2.3% | +3.2% | -5.6% | -2.6% |
| 30D | -2.3% | -10.2% | +7.8% | -1.6% |
| 3M | +14.9% | -2.6% | +17.5% | +14.5% |
| 6M | +23.6% | +80.1% | -56.5% | +15.4% |
| YTD | +11.3% | +63.0% | -51.8% | +4.4% |
| 1Y | +19.9% | +59.4% | -39.5% | +12.2% |
| 3Y | +162.6% | +127.0% | +35.6% | +134.1% |
| 5Y | +154.6% | +61.7% | +93.0% | +125.8% |
| All | +257.3% | +449.5% | -192.2% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling