+991.9%
LLY vs DDOG
+427.7%
+564.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -10.1% | +8.0% | -1.6% |
| 30D | -1.6% | -24.8% | +23.2% | -0.4% |
| 3M | +2.3% | -12.6% | +14.9% | +2.6% |
| 6M | +14.9% | +79.9% | -65.1% | +10.0% |
| YTD | +7.5% | +56.6% | -49.1% | +3.5% |
| 1Y | +55.7% | +61.6% | -5.9% | +49.3% |
| 3Y | +110.6% | +117.9% | -7.3% | +96.6% |
| 5Y | +363.4% | +54.2% | +309.2% | +330.3% |
| All | +991.9% | +427.7% | +564.2% | +696.5% |
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