+490.5%
DDOG vs JBL
+907.4%
-417.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | +3.2% | -1.0% | +4.3% | +3.6% |
| 30D | -10.2% | -15.1% | +4.9% | -4.7% |
| 3M | -2.6% | -14.0% | +11.5% | +1.5% |
| 6M | +80.1% | +20.6% | +59.5% | +58.8% |
| YTD | +63.0% | +32.9% | +30.1% | +36.3% |
| 1Y | +59.4% | +40.5% | +18.8% | +28.4% |
| 3Y | +127.0% | +183.7% | -56.7% | +23.9% |
| 5Y | +61.7% | +388.3% | -326.7% | -33.2% |
| All | +490.5% | +907.4% | -417.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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