+499.9%
DDOG vs JBLU
-74.9%
+574.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.1% | +10.3% | +7.6% |
| 7D | +7.7% | -5.6% | +13.3% | +8.5% |
| 30D | -13.6% | -22.3% | +8.7% | -10.6% |
| 3M | -0.9% | -11.0% | +10.1% | -0.1% |
| 6M | +75.2% | -3.1% | +78.3% | +72.7% |
| YTD | +65.7% | -3.7% | +69.4% | +61.6% |
| 1Y | +60.4% | -14.8% | +75.2% | +58.8% |
| 3Y | +130.7% | -15.4% | +146.1% | +106.4% |
| 5Y | +59.9% | -71.4% | +131.3% | +67.2% |
| All | +499.9% | -74.9% | +574.8% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling