+60.4%
DDOG vs Z
-64.1%
+124.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +7.4% |
| 7D | +7.7% | -7.1% | +14.7% | +10.2% |
| 30D | -13.6% | -4.8% | -8.8% | -12.7% |
| 3M | -0.9% | -9.3% | +8.4% | +1.9% |
| 6M | +75.2% | -29.0% | +104.2% | +91.4% |
| YTD | +65.7% | -52.9% | +118.5% | +92.6% |
| 1Y | +60.4% | -63.1% | +123.5% | +83.4% |
| All | +60.4% | -64.1% | +124.5% | +83.4% |
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