+376.8%
DDOG vs JBHT
+101.6%
+275.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -23.9% | -1.6% | -22.3% | -23.5% |
| 30D | -34.0% | -2.3% | -31.7% | -33.6% |
| 3M | -21.9% | -18.5% | -3.5% | -17.2% |
| 6M | +24.6% | -11.3% | +35.9% | +27.9% |
| YTD | +31.7% | +12.6% | +19.1% | +22.6% |
| 1Y | -6.2% | +29.8% | -35.9% | -17.4% |
| 3Y | +125.1% | +28.1% | +97.0% | +91.5% |
| 5Y | -3.5% | +17.7% | -21.2% | -15.7% |
| All | +376.8% | +101.6% | +275.2% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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