+162.6%
JPM vs DDOG
+117.5%
+45.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -0.4% | -6.1% | +5.7% | 0.0% |
| 30D | -1.1% | -10.1% | +9.0% | -0.5% |
| 3M | +14.1% | -9.3% | +23.4% | +14.4% |
| 6M | +23.3% | +67.2% | -43.9% | +15.5% |
| YTD | +11.3% | +54.6% | -43.3% | +4.6% |
| 1Y | +23.0% | +54.1% | -31.1% | +14.8% |
| 3Y | +162.6% | +115.3% | +47.3% | +136.8% |
| All | +162.6% | +117.5% | +45.0% | +136.8% |
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 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