+1,186.3%
LLY vs DDOG
+343.7%
+842.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -4.5% | -23.9% | +19.4% | -3.4% |
| 30D | +13.9% | -34.0% | +47.9% | +15.8% |
| 3M | +13.8% | -21.9% | +35.7% | +14.5% |
| 6M | +37.6% | +24.6% | +13.0% | +33.9% |
| YTD | +26.6% | +31.7% | -5.1% | +22.4% |
| 1Y | +45.3% | -6.2% | +51.5% | +43.4% |
| 3Y | +132.2% | +125.1% | +7.2% | +115.3% |
| 5Y | +434.7% | -3.5% | +438.2% | +415.1% |
| All | +1,186.3% | +343.7% | +842.6% | +841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling