+19.8%
DDOG vs JBLU
-12.5%
+32.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +11.9% | -26.4% | -14.3% |
| 7D | -32.2% | +24.9% | -57.1% | -32.3% |
| 30D | -31.7% | -12.3% | -19.4% | -31.1% |
| 3M | -34.5% | -44.5% | +10.0% | -33.5% |
| 6M | +28.7% | -25.7% | +54.3% | +29.8% |
| YTD | +38.8% | -21.8% | +60.5% | +37.2% |
| 1Y | +19.8% | -12.7% | +32.6% | +22.7% |
| All | +19.8% | -12.5% | +32.3% | +22.7% |
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