+50.6%
DDOG vs Z
-67.0%
+117.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.2% | +1.6% |
| 7D | -6.1% | -3.3% | -2.8% | -4.9% |
| 30D | -10.1% | -3.7% | -6.4% | -9.3% |
| 3M | -9.3% | -7.0% | -2.3% | -7.0% |
| 6M | +67.2% | -29.5% | +96.7% | +92.1% |
| YTD | +54.6% | -52.6% | +107.2% | +111.1% |
| 1Y | +54.1% | -64.0% | +118.1% | +135.3% |
| 3Y | +115.3% | -36.4% | +151.7% | +126.8% |
| 5Y | +50.6% | -65.8% | +116.4% | +65.8% |
| All | +50.6% | -67.0% | +117.6% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling