+125.1%
DDOG vs Z
-21.1%
+146.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.1% |
| 7D | -23.9% | -4.6% | -19.3% | -23.5% |
| 30D | -34.0% | +8.3% | -42.3% | -36.6% |
| 3M | -21.9% | -11.6% | -10.3% | -20.9% |
| 6M | +24.6% | -33.6% | +58.2% | +36.6% |
| YTD | +31.7% | -56.7% | +88.3% | +60.9% |
| 1Y | -6.2% | -59.1% | +53.0% | +16.2% |
| 3Y | +125.1% | -20.4% | +145.4% | +126.3% |
| All | +125.1% | -21.1% | +146.1% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling