+121.1%
DDOG vs JBL
+189.2%
-68.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.2% |
| 7D | +7.7% | +4.0% | +3.7% | +6.8% |
| 30D | -13.6% | -7.5% | -6.1% | -12.5% |
| 3M | -0.9% | -14.1% | +13.1% | +1.4% |
| 6M | +75.2% | +25.9% | +49.3% | +58.6% |
| YTD | +65.7% | +36.7% | +29.0% | +45.1% |
| 1Y | +60.4% | +49.0% | +11.4% | +35.4% |
| All | +121.1% | +189.2% | -68.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling