+152.5%
JPM vs DDOG
+60.9%
+91.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.8% | -0.3% |
| 7D | -0.4% | +7.7% | -8.1% | -1.1% |
| 30D | -1.4% | -13.6% | +12.2% | -0.3% |
| 3M | +13.9% | -0.9% | +14.9% | +13.4% |
| 6M | +23.5% | +75.2% | -51.7% | +15.0% |
| YTD | +11.6% | +65.7% | -54.0% | +4.1% |
| 1Y | +21.4% | +60.4% | -39.0% | +13.0% |
| 3Y | +163.4% | +130.7% | +32.8% | +131.9% |
| 5Y | +152.5% | +59.9% | +92.6% | +126.5% |
| All | +152.5% | +60.9% | +91.6% | +126.5% |
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