+365.0%
DDOG vs JBHT
+103.0%
+262.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -3.9% | -6.3% |
| 7D | -34.3% | -1.4% | -32.9% | -34.0% |
| 30D | -37.2% | -3.1% | -34.2% | -36.7% |
| 3M | -38.3% | -19.5% | -18.8% | -34.2% |
| 6M | +19.8% | -9.6% | +29.4% | +22.2% |
| YTD | +28.4% | +13.3% | +15.1% | +19.3% |
| 1Y | +12.7% | +29.7% | -17.0% | -0.8% |
| 3Y | +112.8% | +28.3% | +84.5% | +81.1% |
| 5Y | -5.9% | +18.5% | -24.3% | -18.0% |
| All | +365.0% | +103.0% | +262.0% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling