+390.4%
DDOG vs Z
-4.3%
+394.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -1.5% |
| 7D | +2.9% | +0.8% | +2.0% | +2.4% |
| 30D | -31.6% | +5.2% | -36.8% | -34.5% |
| 3M | -27.0% | -17.0% | -10.0% | -24.1% |
| 6M | -10.3% | -22.7% | +12.4% | -4.2% |
| YTD | +35.4% | -56.3% | +91.7% | +78.5% |
| 1Y | -1.0% | -57.7% | +56.7% | +31.6% |
| 3Y | +76.7% | -16.5% | +93.2% | +63.1% |
| 5Y | -4.6% | -53.4% | +48.8% | +6.0% |
| All | +390.4% | -4.3% | +394.7% | +243.2% |
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