-10.7%
DDOG vs JBHT
+33.2%
-43.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -19.1% | +0.9% | -20.0% | -19.1% |
| 30D | -39.2% | -1.1% | -38.1% | -39.1% |
| 3M | -31.6% | -14.8% | -16.8% | -31.1% |
| 6M | -10.9% | -7.4% | -3.4% | -8.4% |
| YTD | +31.2% | +17.3% | +13.9% | +30.2% |
| 1Y | -10.7% | +35.3% | -46.0% | -14.5% |
| All | -10.7% | +33.2% | -43.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling