+375.1%
DDOG vs Z
-6.9%
+382.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.4% |
| 7D | -19.1% | -6.5% | -12.6% | -17.8% |
| 30D | -39.2% | -0.1% | -39.1% | -40.6% |
| 3M | -31.6% | -14.1% | -17.5% | -29.9% |
| 6M | -10.9% | -30.1% | +19.2% | -1.1% |
| YTD | +31.2% | -57.5% | +88.7% | +74.8% |
| 1Y | -10.7% | -60.3% | +49.7% | +21.8% |
| 3Y | +72.1% | -21.0% | +93.2% | +62.5% |
| 5Y | -5.5% | -54.9% | +49.4% | +6.2% |
| All | +375.1% | -6.9% | +382.0% | +236.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling