+53.1%
LLY vs DDOG
+54.3%
-1.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -3.1% | -6.1% | +3.0% | -3.1% |
| 30D | -5.1% | -10.1% | +5.1% | -5.0% |
| 3M | -2.1% | -9.3% | +7.2% | -2.5% |
| 6M | +13.8% | +67.2% | -53.3% | +10.6% |
| YTD | +5.1% | +54.6% | -49.5% | +3.2% |
| 1Y | +53.1% | +54.1% | -1.0% | +44.4% |
| All | +53.1% | +54.3% | -1.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling