+61.6%
DDOG vs Z
-58.8%
+120.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.1% |
| 7D | -10.1% | -3.0% | -7.1% | -9.2% |
| 30D | -24.8% | -4.2% | -20.6% | -23.6% |
| 3M | -12.6% | -3.7% | -8.9% | -11.8% |
| 6M | +79.9% | -24.5% | +104.5% | +92.5% |
| YTD | +56.6% | -49.3% | +105.9% | +78.2% |
| 1Y | +61.6% | -58.7% | +120.3% | +84.3% |
| All | +61.6% | -58.8% | +120.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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