+489.1%
DDOG vs JBLU
-74.8%
+563.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +3.9% | -5.0% | +8.9% | +4.6% |
| 30D | -8.2% | -23.9% | +15.7% | -4.7% |
| 3M | -5.6% | -11.6% | +6.1% | -4.7% |
| 6M | +73.5% | -0.2% | +73.7% | +70.2% |
| YTD | +62.7% | -3.3% | +66.0% | +58.6% |
| 1Y | +59.0% | -15.4% | +74.4% | +57.6% |
| 3Y | +117.1% | -14.7% | +131.9% | +94.0% |
| 5Y | +61.3% | -70.0% | +131.3% | +68.4% |
| All | +489.1% | -74.8% | +563.9% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling