+55.0%
DDOG vs JBHT
+58.3%
-3.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.9% |
| 7D | -10.1% | +4.9% | -15.0% | -11.7% |
| 30D | -24.8% | +0.6% | -25.4% | -24.9% |
| 3M | -12.6% | -3.2% | -9.4% | -11.7% |
| 6M | +79.9% | +17.0% | +63.0% | +67.3% |
| YTD | +56.6% | +41.7% | +14.9% | +34.0% |
| 1Y | +61.6% | +90.0% | -28.4% | +18.9% |
| 3Y | +117.9% | +47.0% | +70.9% | +77.3% |
| All | +55.0% | +58.3% | -3.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling