+59.9%
DDOG vs JBL
+410.1%
-350.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +7.7% | +4.0% | +3.7% | +6.0% |
| 30D | -13.6% | -7.5% | -6.1% | -11.3% |
| 3M | -0.9% | -14.1% | +13.1% | +3.6% |
| 6M | +75.2% | +25.9% | +49.3% | +48.0% |
| YTD | +65.7% | +36.7% | +29.0% | +32.2% |
| 1Y | +60.4% | +49.0% | +11.4% | +20.1% |
| 3Y | +130.7% | +191.8% | -61.1% | +2.1% |
| 5Y | +59.9% | +409.8% | -349.9% | -60.1% |
| All | +59.9% | +410.1% | -350.2% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling