+37.6%
LLY vs DDOG
+24.6%
+13.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.6% |
| 7D | -4.5% | -23.9% | +19.4% | -6.1% |
| 30D | +13.9% | -34.0% | +47.9% | +11.0% |
| 3M | +13.8% | -21.9% | +35.7% | +11.6% |
| 6M | +37.6% | +24.6% | +13.0% | +42.1% |
| All | +37.6% | +24.6% | +13.0% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling