+61.6%
DDOG vs JBLU
-14.6%
+76.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -10.1% | -3.5% | -6.6% | -10.1% |
| 30D | -24.8% | -27.2% | +2.4% | -24.3% |
| 3M | -12.6% | -4.3% | -8.3% | -12.6% |
| 6M | +79.9% | -8.3% | +88.3% | +78.0% |
| YTD | +56.6% | +1.8% | +54.8% | +54.2% |
| 1Y | +61.6% | -9.0% | +70.6% | +56.5% |
| All | +61.6% | -14.6% | +76.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling