+1,265.4%
LLY vs DDOG
+357.0%
+908.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +1.5% |
| 30D | +21.5% | -35.8% | +57.4% | +23.7% |
| 3M | +18.5% | -25.3% | +43.7% | +19.5% |
| 6M | +49.1% | -8.9% | +58.0% | +48.1% |
| YTD | +34.4% | +35.6% | -1.2% | +29.7% |
| 1Y | +46.3% | -6.8% | +53.1% | +44.5% |
| 3Y | +145.5% | +77.9% | +67.6% | +130.8% |
| 5Y | +472.7% | -3.1% | +475.8% | +452.6% |
| All | +1,265.4% | +357.0% | +908.4% | +898.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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