+248.1%
JPM vs DDOG
+357.1%
-109.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | +5.6% | -4.0% | +1.2% |
| 30D | +3.4% | -34.9% | +38.3% | +6.6% |
| 3M | -5.7% | -23.4% | +17.8% | -4.2% |
| 6M | +13.5% | -7.7% | +21.3% | +12.7% |
| YTD | +8.4% | +35.6% | -27.2% | +2.7% |
| 1Y | +9.1% | -3.4% | +12.4% | +6.8% |
| 3Y | +149.5% | +78.0% | +71.5% | +126.5% |
| 5Y | +132.6% | -4.4% | +137.0% | +113.9% |
| All | +248.1% | +357.1% | -109.0% | +131.2% |
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